WebCab Portfolio for .NET v5.0 Demo

Volatility.Variance Method

Evaluates the variance of the historical returns of an asset.

Overload List

Evaluates the variance of the historical returns of an asset.

public double Variance(double[]);

Calculates the variance of the expected returns of an asset given the assets returns in given market states and the probability of those market states occurring.

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

See Also

Volatility Class | WebCab.Libraries.Finance.Portfolio Namespace