What is the difference between a historic volatility and an implied volatility?
Question:
What is the difference between a historic volatility and an implied volatility?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 75% (4 reviews)
Historic volatility is the standard deviation of daily s...View the full answer
Answered By
Patrick Busaka
I am a result oriented and motivated person with passion for challenges because they provide me an opportunity to grow professionally.
5.00+
38+ Reviews
58+ Question Solved
Related Book For
Multinational Business Finance
ISBN: 978-0134796550
15th edition
Authors: David K. Eiteman, Arthur I. Stonehill, Michael H. Moffett
Question Posted:
Students also viewed these Business questions
-
From the point of view of a borrowing corporation, what are credit and repricing risks? Explain steps a company might take to minimize both.
-
What is hyperinflation and what are the consequences for translating foreign financial statements in countries experiencing hyperinflation?
-
What is the difference between a direct tax and an indirect tax?
-
Elgin Company has recently introduced budgeting as an integral part of its corporate planning process. An inexperienced member of the accounting staff was given the assignment of constructing a...
-
A radar pulse has an average wavelength of 1.0 cm and lasts for 0.10 s. (a) What is the average energy of the photons? (b) Approximately what is the least possible uncertainty in the energy of the...
-
The lateral (side) surface area of a cone of height h and base radius r should be rr 2 + h 2 , the semiperimeter of the base times the slant height. Show that this is still the case by finding the...
-
In 2010, in an attempt to increase the number of Americans covered by health insurance and reduce the cost of health care, Congress passed the Patient Protection and Affordable Care Act. A key...
-
Linton Company purchased a delivery truck for $34,000 on January 1, 2015. The truck has an expected salvage value of $2,000, and is expected to be driven 100,000 miles over its estimated useful life...
-
A certain low-loss non-magnetic dielectric material has a relative permittivity (er) of 2.5 and a loss tangent of 0.004. What is the phase constant b of a plane wave of frequency 11.3 GHz?
-
Costco Wholesale Corporation owns and operates membership warehouses in the United States, Canada, United Kingdom, Mexico, Japan, Korea, Australia, Spain, France, and Iceland. Costco also engages in...
-
What are the three different prices or rates' integral to every foreign currency option contract?
-
What would be the preferred strategy for a borrower paying interest on a future date if they expected interest rates to rise?
-
Explain the terms Big Data and data analytics.
-
What are the units of k in the following rate law? Rate = k [ x ] 2 [ Y ] A ) 1 M 2 s 2 B ) 1 M 2 s C ) M 2 s D ) M s E ) 1 M 3 s
-
You used your 10mL graduated cylinder to measure out acetic anhydride. Now you need to obtain 10mL of methanol. You wash the graduated cylinder and place it in the drying oven for a few minutes to...
-
A 840.3 ng sample of an unknown radioactive substance was placed in storage and its mass measured periodically. After 47 days the amount of radioactive substance had decreased to 105.0 ng. How many...
-
When measuring volume from a 5mL graduated pipette, the volume should be reported in significant figures. 0 1 2 O 3 10 pts 4
-
Particle accelerators can impart very high energies to charged particles like electrons. What is the wavelength ( in nm ) of an electron ( mass = 9 . 1 0 9 4 x 1 0 ^ - 3 1 kg ) that has been...
-
A 900-mm rod rests on a horizontal table. A force P applied as shown produces the following accelerations: aA = 3.6 m/s2 to the right, a = 6rad/s2 counterclockwise as viewed from above. Determine the...
-
Q:1 Take any product or service offered in Pakistan and apply all determinents of customer Perceived value ?
-
A leveraged buyout is a financial strategy in which a group of investors gain voting control of a firm and then liquidate its assets in order to repay the loans used to purchase the firms shares. How...
-
How would a high degree of leverage (debt/assets) be viewed by the shareholder wealth maximization model compared to the stakeholder wealth maximization model?
-
Conglomerates are firms that have diversified into unrelated fields. How would a policy of conglomeration be viewed by the shareholder wealth maximization model compared to the stakeholder wealth...
-
Tyler goes to middle school every day, where there is a bully. Ever day, Tyler brings in a $5 bill to buy lunch, and the bully threatens to hurt Tyler if he doesn't had if over. Tyler is deciding...
-
An example of environment mapping: a silvered SGI O2 computer reflecting an environment map of the interior of a cafe. ping has been used to make the back and side walls more interesting. All the...
-
My wife and I own a home at 7070 Pierson Street, Arvada, CO 80004. We reside in Jefferson County. 1) When did we purchase our home? 2) From whom did we purchase our home? 3) What was the purchase...
Study smarter with the SolutionInn App