Switch To Product Links Languages Themes Feedback Sign Up Now
Loading...
Updating...
Please wait to edit...
Ready for editing X
hull.13.08 by btzoho  253 views
Print Export Copy to My Account Embed in Website/Blog
$ Macros
 
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
Hull 13.08
Stock Price$38.00
Exp Return16.0%
Volatility35.0%
Period (Years) 0.5
Distribution of LN(St) is ~N()
Expected 3.687
Std Dev 0.2475
Exercise @$40.00
13.08a (call)49.69%
13.08b (put)50.31%
95% VaR
Significance5%
One-tail (1.645)
Two-tail (1.960)
13.08c. Lower of Interval$24.58
13.08c. Upper of Interval$64.85
13.08d. VaR (One-tail)$26.57
Expected Price$39.92
13.08d. Absolute VaR$11.43
13.08d. Relative VaR$13.35
Checking w/ Hull method:
3.687
0.06
0.25
24.57906
64.84680
Hull_13_08
 
     
Processing...
Assign Macro Edit Label More