Suppose that the volatility of an asset will be 20% from month 0 to month 6, 22% from month 6 to month 12, and 24% from month 12 to month 24. What volatility should be used in BlackScholesMerton to value a 2-year option?
Better academic writing Gillian.rosner@skema.edu 1 Course Organization The course runs from Fri 23 March to Fri 20 April There are 4 Modules (one per week) All work must be submitted by the deadlines or it cannot be considered. All information is available on Knowledge – if you have problems locating information, please contact me. 2 Modules • Module 1- organization of writing/paragraphs Internet resources • Module 2 – redrafting Wiki collaboration • Module 3 – summarizing/paraphrasing • Module 4 – avoiding plagiarism, self-evaluation 3 Organization of each module • Each module con
