NO.PZ2020021205000026
问题如下:
Monthly stock prices are as follows in USD: 35, 38, 41, 37, 33, and 32. Use this data to estimate the volatility per year.
解释:
The calculations are in the following table. In this case, the average value of the u; is -0.01792 and = 0.03711 and the standard deviation of the u; is = 0.0942
so that the volatility is 0.0942 = 0.326 or 32.6%.
思路是这样的:先算收益率,再算均值和方差