問題已解決
老師您好,題目給出連續(xù)復利報酬率的標準差為0.4,請問用標準差如何推導計算上下行乘數(shù)?
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同學你好,請看下圖片
2023 05/12 17:40
![](http://member.chinaacc.com/homes/resources/images/home/avatar/5.jpg)
84785005 ![](/wenda/_nuxt/img/reply1.d92ea43.png)
![](/wenda/_nuxt/img/reply1.d92ea43.png)
2023 05/12 17:44
老師您好,請問那個0.25和0.4您是怎么計算的?
![](https://pic1.acc5.cn/016/59/06/07_avatar_middle.jpg?t=1715913930)
樂悠劉老師 ![](/wenda/_nuxt/img/reply2.28c7604.png)
![](/wenda/_nuxt/img/reply2.28c7604.png)
2023 05/12 17:46
0.4是題目已知的,0.25是半年期,又是兩期二叉樹,所以是四分之一
![](http://member.chinaacc.com/homes/resources/images/home/avatar/5.jpg)
84785005 ![](/wenda/_nuxt/img/reply1.d92ea43.png)
![](/wenda/_nuxt/img/reply1.d92ea43.png)
2023 05/12 17:47
那0.2呢,是怎么來的呢
![](https://pic1.acc5.cn/016/59/06/07_avatar_middle.jpg?t=1715913930)
樂悠劉老師 ![](/wenda/_nuxt/img/reply2.28c7604.png)
![](/wenda/_nuxt/img/reply2.28c7604.png)
2023 05/12 17:51
同學,老師寫的式子中那兩個數(shù)字相乘就是
![](/wenda/img/newWd/sysp_btn_eye.png)