binlognorm - Approximate a 1.03 up move 1.12 down move 0.9...

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Given mu and sigma find p and u Exact mu 0.3 p 0.59 sigma 0.38 u 1.12 d 0.89 time 0.08 Prob Value Sq Dev up 0.59 1.12 0.01 down 0.41 0.89 0.02 binomial lognormal mean growth 1.03 = 1.03 var growth 0.01 = 0.01
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Unformatted text preview: Approximate a 1.03 up move 1.12 down move 0.9 prob up 0.59 prob down 0.41 A B C D E 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21...
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This note was uploaded on 03/17/2010 for the course ACCT acct 4360 taught by Professor Robert during the Spring '10 term at DeVry Colorado Springs.

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