SYLLABUS Previous: 1.4 Modern portfolio theory
Up: 1 INTRODUCTION
Next: 1.5.1 Drift and volatility
volatility s as a measure of the investment risk, it is time now to develop an intuition for this important quantity and show how the drift and the volatility of a spot price may be calculated as averages from historical data from the markets.
|Copyright © Lifelong-learners at 16:38:01, September 29th, 2020|