black scholes


black scholes

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2cek
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for the black scholes method....

If we are given volatility is 50% does that mean that the variance is 50% or that the standard deviation is 50%???

There is much controversy with this subject; as in the practice problems it is one thing, the homework explanations it is another.

[NEAS: Standard Deviation per year]



Peace.


\\orship
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Standard Deviation, per NEAS's last reply in this thread:

http://www.neas-seminars.com/discussions/shwmessage.aspx?ForumID=166&MessageID=3123&TopicPage=2
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