Quiz Ch 21 – Calculation of (1 + Upside Change) in Continuous Returns Formula

Principles of Corporate Finance

Brealey, Myers, and Allen

13th Edition

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Express the quantity (1 + upside change) in terms of the base of natural logarithms (e), standard deviation (σ), and time to expiration (h).

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  • Search Terms: a) ( (σ) + /(σ) a and annual as asset; base change) compounded continuously deviation e e^[(σ) e^[h e^[sqrt(h)]. e^[sqrt(h)]. d) equal expiration, expressed fraction h if is logarithms; natural of on quantity returns sqrt(h)]. b) sqrt(σ)]. c) standard the then time to to upside year, ×
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