Question
A stock price follows brownish motion with my=0.2 and sig=0.4, S(0)=1. How do I solve the following quantities? E[lnS(1)] E[S(1)] stdev[lnS(1)] stdev[S(1)]
A stock price follows brownish motion with my=0.2 and sig=0.4, S(0)=1.
How do I solve the following quantities?
E[lnS(1)]
E[S(1)]
stdev[lnS(1)]
stdev[S(1)]
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Contemporary Business Mathematics with Canadian Applications
Authors: S. A. Hummelbrunner, Kelly Halliday, Ali R. Hassanlou, K. Suzanne Coombs
11th edition
134141083, 978-0134141084
