Stock Price Volatility: Detailed Discussion

POSTED ON February 17, 2012 BY Bill Dillhoefer

A StockOpter White Paper This document discusses what stock price volatilities are and how they are calculated.  The volatility of the stock price is an input into StockOpter.com’s calculations of option values (using the Black-Scholes option-pricing model), value-at-risk (VaR), and probabilities associated with various stock prices.  There are additional white papers on the Black-Scholes option-pricing […]

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