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Tom, Being a mediocre quantitative finance student, i think that (not sure though) while calculating volatility, the choice of return depends on for what you are going to use it for.
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www.neuralmarkettrends.com/2007/05/29/calculating-histo...
www.neuralmarkettrends.com/2007/05/29/calculating-historical-volatility/
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You often hear about stock market volatility, and how bad it is, but have you wondered how to compare volatility? Is it just something you know when you see it, or can it be quantified? Well, like most... ... First, we need to agree on definition of volatility. It's basically the variation from the average value over...
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hubpages.com/hub/Volatility
hubpages.com/hub/Volatility
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Compound interest is important for investors, and there are a number of resources available on the internet which can help investors in calculating compound interest, which are examined in detail. ... Advice is provided on assessing stock option volatility for investors using spreadsheets and other methods.
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www.faqs.org/abstracts/Business/Discovering-the-joy-of-...
www.faqs.org/abstracts/Business/Discovering-the-joy-of-compound-interest-Calculating-volatility-the-Black-Scholes-model.html
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Historical Volatility is a measure of price fluctuation over time. Historical volatility uses historical (daily, weekly, monthly, quarterly, and yearly) price data to empirically measure the volatility of a market or instrument in the past.
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www.aspenres.com/Documents/help/userguide/help/aspenHis...
www.aspenres.com/Documents/help/userguide/help/aspenHistorical_Volatility.html
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Calculating the Implied Volatility of Zymogenetics (ZGEN) Options using Black-Scholes Macro ... Calculating Implied Volatility for the Zymogenetics Option Trade...
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www.power4xl.com/black_scholes/examples/ZGEN/zymogeneti...
www.power4xl.com/black_scholes/examples/ZGEN/zymogenetics_03_ivol.html
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Annualized Historical Volatility ... Returns the annualized historical volatility of a set of price data. This value is one of the key inputs into the Black-Scholes formula, and is a primary driver of the value of an option. ... 'Range must have at least 3 datapoints (= 2 intervals) for calculating standard deviation...
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www.power4xl.com/black_scholes/functions/historical_vol...
www.power4xl.com/black_scholes/functions/historical_volatility.html
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Earlier today, a reader had an excellent observation and question regarding the implied volatility of the VIX (^VIX): ... I cannot vouch for every data provider, but I believe most of the highly regarded options sites on the web use the cash/spot VIX to calculate VIX implied volatility, so the resulting calculations...
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www.dailymarkets.com/options/2009/04/03/calculating-the...
www.dailymarkets.com/options/2009/04/03/calculating-the-implied-volatility-of-the-vix/
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Stock options analytical tools for investors as well as access to a daily updated historical database on more than 10000 stocks and 300000 options ... NEW service IVX Monitor provides current readings of intraday implied volatility for US equity and futures markets. It is available in free and customized versions.
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www.ivolatility.com/
www.ivolatility.com/
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Basic and Advanced Options Calculators provide tools only available for professionals - fair values and Greeks of any option using our volatility data and 20-minute delayed prices*.
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www.ivolatility.com/calc/
www.ivolatility.com/calc/
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