Simple and log returns-implied and historical volatility

Assignment Help Financial Management

Reference no: EM131910856

Options in Black and White

Simple and log returns; Implied and historical volatility

Download the daily closing prices for SPY and IWM for the period 11/01/2016 through 11/01/2017 from Yahoo Finance. Use the unadjusted closing prices to calculate the simple and log (natural log) daily returns.

1. What is the number of observations, the mean, the standard deviation, and the sum of the simple and daily returns for each asset? Write your answers as 12.34% to include the number of basis points..

Reference no: EM131910856

Questions Cloud

What is the premium of the combined structure : What is the premium of the combined structure and how does it change if the price of the underlier increases to $255?

Evaluate your pricing plans with those of any competitors : Evaluate your pricing plans with those of any competitors that may be providing identical or similar products or services.

What is compensating balance on loan : What is the compensating balance on this loan?

Understand differential gene expression patterns : If you were asked to choose a gene expression technology to understand differential gene expression patterns of 1 gene

Simple and log returns-implied and historical volatility : Simple and log returns; Implied and historical volatility

What are some advantages to generating fusion : What are some advantages to generating this fusion protein compared to the untagged alternative?

Extent of shrimp farming in mangrove forests : Investigate aquaculture systems that do not alter the environment to the extent of shrimp farming in mangrove forests, for example.

Determine the effect of inventory turnover ratio : Winston Inc. is trying to determine the effect of its inventory turnover ratio and days sales outstanding on its cash conversion cycle.

Describe four characteristics of the lithops : Describe four characteristics of the Lithops you could use to distinguish these biotic plants from the abiotic stones they mimic.

User Account

All Pages