Tagged Questions
3
votes
0answers
116 views
What is the relation between return volatility and return rank volatility, and how can I control the latter?
I have no experience in finance, but I've been playing around with a virtual portfolio.
I'm trying to control the "rank volatility" distribution - that is, the volatility of a stock's daily rank in ...
0
votes
0answers
110 views
Getting the actual distribution of a stock price at time T using implied volatility [duplicate]
Possible Duplicate:
How to derive the implied probability distribution from B-S volatilities?
Let's assume a stock price S, with volatility $\sigma$ constant, no dividend, and risk free ...
9
votes
2answers
2k views
How to derive the implied probability distribution from B-S volatilities?
The general problem I have is visualization of the implied distribution of returns of a currency pair.
I usually use QQplots for historical returns, so for example versus the normal distribution:
...
