WebCab Portfolio for .NET v5.0 Demo

AssetParameters.Volatility Method

Estimate of the volatility of the returns (i.e. the standard deviation) of an asset from the assets historical returns.

Overload List

Estimate of the volatility of the returns (i.e. the standard deviation) of an asset from the assets historical returns.

public double Volatility(double[]);

Returns the (expected) volatility (i.e. standard deviation) of the returns of an asset given the (discrete) probability distribution of a range of states which may occur and the corresponding returns which each of these states will result in.

public double Volatility(double[],double[]);

See Also

AssetParameters Class | WebCab.Libraries.Finance.Portfolio Namespace