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Tagged with ftse volatility
3 questions
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Beta of FTSE100 stocks against benchmark index FTSE100
first post so if I write something silly don't hold it against me.
I calculated beta for almost all the stocks that compose the FTSE100.
All have beta < 1. This, as far as I understand it, means ...
- 103
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Stochastic Volatility for Stocks, FTSE
Can someone help me with calculating Stochastic Volatility (of stocks and options) using SAS or R or Matlab please? I am new to SAS and I am trying to use Heston model, White-Hull model or any other ...
- 33
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Close price or adjclose price to calculate volatility?
To calculate volatility, which price in FTSE table is used?
When do we use close price for calculating volatility?
Do we use adjclose (adjusted close price) for calculating volatility as well?
when ...
- 21