A stock has a 30% per year standard deviation of its logged returns. If you are modeling

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A stock has a 30% per year standard deviation of its logged returns. If you are modeling the stock price to value a derivative maturing in six months with eight binomial periods, what should u and d be?

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Financial Markets And Corporate Strategy

ISBN: 9780077119027

1st Edition

Authors: David Hillier, Mark Grinblatt, Sheridan Titman

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Question Posted: Jul 15, 2024 10:11 AM

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A stock has a 30% per year standard deviation of its logged returns. If you are modeling

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Financial Markets And Corporate Strategy

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