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Price Probability: An Example of Calculation of Mean and Standard Deviation
Price Probability: An Example of Calculation of Mean and Standard Deviation
ࡿ െࡿ ࡿ െࡿ
ൈࡼ ࡾെࣆ ࡾെࣆ ࡾെࣆ ൈࡼ
Price Probability ࡿ ࡿ
80 0.25 -0.20 -0.05 -0.15 0.0225 0.005625
90 0.50 -0.10 -0.05 -0.05 0.0025 0.00125
120 0.25 0.20 0.05 0.25 0.0625 0.015625
Mean -0.05
Variance 0.0225
ଵ
ଶߪ ଶ
Standard Deviation 0.15
ܵଵ Ͳ 100