5. (sigma) is a measure of the riskiness of the stock or underlying asset. Sigma is...

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5. σ (“sigma”) is a measure of the riskiness of the stock or underlying asset.

Sigma is an important variable in determining the option price, and it is not a simple concept to explain. We discuss it at length in Sections 19.2 and 19.3.

However, here are some facts to help you get your bearings on sigma:

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Principles Of Finance With Excel

ISBN: 9780190296384

3rd Edition

Authors: Simon Benninga, Tal Mofkadi

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Question Posted: Oct 19, 2024 04:00 AM

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5. (sigma) is a measure of the riskiness of the stock or underlying asset. Sigma is...

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Principles Of Finance With Excel

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