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Search results with tag "Historical volatility"

Measuring Historic Volatility - Today's Groep

Measuring Historic Volatility - Today's Groep

www.todaysgroep.nl

2 MEASURING HISTORICAL VOLATILITY The implied volatility for a certain strike and expiry has a fixed value. There is, however, no single calculation for historical volatility.

  Historic, Measuring, Historical, Volatility, Measuring historic volatility, Historical volatility

HISTORICAL AND IMPLIED VOLATILITY: AN …

HISTORICAL AND IMPLIED VOLATILITY: AN

www.ajbmr.com

Australian Journal of Business and Management Research Vol.1 No.7 [112-120] | October-2011 113 Another analysis that has been done is on the historical volatility over the period from 2004 to …

  Historical, Volatility, Implied, Historical and implied volatility, Historical volatility

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