1.4. Estimate (albeit crudely) the stock drift and stock volatility of the value of the Japanese Nikkei...
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1.4. Estimate (albeit crudely) the stock drift and stock volatility of the value of the Japanese Nikkei Index (yen) from the data in Table 1.3. Plot the Index as a function of time and copy and paste the data into MATLAB/SCILAB or an equivalent program, and compute estimates of the stock drift and stock volatility.
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Related Book For
Elementary Calculus Of Financial Mathematics
ISBN: 978-0898716672
1st Edition
Authors: A. J. Roberts Edition
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