variance-rate

  1. Nicole Seaman

    P1.T2.21.3. Returns, volatility and non-normal distributions

    Learning objectives: Calculate, distinguish and convert between simple and continuously compounded returns. Define and distinguish between volatility, variance rate, and implied volatility. Describe how the first two moments may be insufficient to describe non-normal distributions. Questions...
    • Nicole Seaman
    • Thread
    • continuous-compounding first-two-moments implied-volatility non-normal-distributions simple-compounding variance-rate volatility
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P1.T2.702. Simple (equally weighted) historical volatility (Hull)

    Learning objectives: Define and distinguish between volatility, variance rate, and implied volatility. Describe the power law. Explain how various weighting schemes can be used in estimating volatility. Questions 702.1. Consider the following series of closing stock prices over the tend most...
    • Nicole Seaman
    • Thread
    • estimating-volatility implied-volatility power-law simple-historical-volatility variance-rate volatility weighting-schemes
    • Replies: 0
    • Forum: FRM® Practice Questions
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