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%.
1、红色表述是不是错了?
按照红色线是写成这样的:
2、1/4和5是什么意思?看了往期解答也不明白
3、求年的波动率要用样本方差而不是总体方差?
4、0.007097是总体方差,0.084246是样本标准差?不明白,为什么样本直接求出来的居然是总体值?
5、若0.007097是总体方差,用它除以(5-1)再开跟号,结果是0.042122,哪里算错了呢?