{"id":165687,"date":"2022-05-06T15:47:25","date_gmt":"2022-05-06T15:47:25","guid":{"rendered":"https:\/\/theotcspace.com\/knowledge_item\/interpolation-methods-for-volatility-surface\/"},"modified":"2022-05-06T15:47:26","modified_gmt":"2022-05-06T15:47:26","slug":"interpolation-methods-for-volatility-surface","status":"publish","type":"knowledge_item","link":"https:\/\/theotcspace.com\/knowledge_item\/interpolation-methods-for-volatility-surface\/","title":{"rendered":"Interpolation Methods for Volatility Surface"},"content":{"rendered":"","protected":false},"excerpt":{"rendered":"<p>A mathematical process in the pricing of options used to plot the volatility surface (varying strike prices and expiry dates that assume that the volatility of the underlying fluctuates) from a set of implied volatilities. These methods include: bi-linear: two dimensional (horizontal and vertical), bi-cubic: two dimensional (weighted average of the nearest sixteen pixels in a rectangular grid), and thin plate: produces a smooth continuous surface.<\/p>\n","protected":false},"template":"","meta":{"_acf_changed":false},"knowledge_category":[4253],"acf":[],"_links":{"self":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_item\/165687"}],"collection":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_item"}],"about":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/types\/knowledge_item"}],"wp:attachment":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/media?parent=165687"}],"wp:term":[{"taxonomy":"knowledge_category","embeddable":true,"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_category?post=165687"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}