Documents Equity Volatility: Managing and Profiting Greg Levinson Chief Investment Officer Schooner Investment...

Equity Volatility: Managing and Profiting Greg Levinson Chief Investment Officer Schooner Investment Group FPA Meeting July 21, 2010 * Volatility Basics _______________________________________________________________________…

Documents 1 Chapter 20 Brownian Motion and Itô’s Lemma. 2 Introduction Stock and other asset prices are...

Chapter 20 Brownian Motion and Itô’s Lemma Introduction Stock and other asset prices are commonly assumed to follow a stochastic process called geometric Brownian motion.…

Documents Equity Volatility: Managing and Profiting

Equity Volatility: Managing and Profiting Greg Levinson Chief Investment Officer Schooner Investment Group FPA Meeting July 21, 2010 * Volatility Basics _______________________________________________________________________…