WebCab Portfolio for .NET v5.0 Demo

TwoAssetPortfolio.StandardDeviation Method (Double[], Double[])

Evaluates the standard deviation of an asset given its probability distribution of its returns.

public double StandardDeviation(
   double[] probability,
   double[] rateOfReturn
);

Parameters

probability
probability[s] is an array of the probability of the state s occurring.
rateOfReturn
rateOfReturn[s] is the return (increase in market value) for the first asset in the state s.

See Also

TwoAssetPortfolio Class | WebCab.Libraries.Finance.Portfolio Namespace | TwoAssetPortfolio.StandardDeviation Overload List