Market data: volatility models
- Plot the price history and the market volume for shares in
General Motors during one trading year and examine how they
affect the volatility.
- Compare different volatility models and try to summarize their
response to a market event such as the WTC attack on Sep 11, 2001.
- Follow the link to the
Market solution
applet and compare the model volatilities with the values quoted
elsewhere on the Internet.
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