Looks OK Andrew except one little bit.The Vt = v*sqrt(t)where v=...

  1. sitting_duck
    1,047 Posts.
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    03/04/03
    15:16
    Post #: 153904
    Looks OK Andrew except one little bit.

    The Vt = v*sqrt(t)

    where v= volatilty, and t is time in years.

    I think you just multiplied v and t together. Instead of multiplying v by the square root of "t".

    Pete
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    lightbulb Created with Sketch.  Great analysis
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