The basic calculation for volatility (denoted ) as used in option pricing is the annualized standard deviation
Question:
Dollar General Corporation Daily Closing Stock Price
Date....................................... Closing Price ($)
27 January 2003.......................... 10.68
28 January 2003.......................... 10.87
29 January 2003.......................... 11.00
30 January 2003.......................... 10.95
31 January 2003.......................... 11.26
3 February 2003.......................... 11.31
4 February 2003.......................... 11.23
5 February 2003.......................... 10.91
6 February 2003.......................... 10.80
7 February 2003.......................... 10.47
Corporation
A Corporation is a legal form of business that is separate from its owner. In other words, a corporation is a business or organization formed by a group of people, and its right and liabilities separate from those of the individuals involved. It may...
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Quantitative Investment Analysis
ISBN: 978-1119104223
3rd edition
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
Question Posted: