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

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7.11. 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: 9780071157612

2nd Edition

Authors: Mark Grinblatt, Sheridan Titman

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Question Posted: Jul 23, 2024 09:00 AM

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

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Financial Markets And Corporate Strategy

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