Estimating Volatilities and Correlations Hull CH21

[ammor]

Hi David,

The questions and problems for this chapter 21 are quite important, do you have solutions for those questions? you do have for the others chapters why not for this one?

Thanks for your awesome support

Ammor.

 

[David Harper CFA FRM]

Hi Ammor,

We do have a set from Hull's volatility chapter (Chapter 21 in the seventh edition = Chapter 19 in the previous edition). Here's the wiki source (just for reference, this is not meant as a primary resource) http://www.bionicturtle.com/wiki/Category:Hull::Chapter_19/

And here is the PDF entry http://www.bionicturtle.com/how-to/question/2009-hull-market-l2/

However, this is a L2 entry … so we need to extract and make the L1 set(s) accessible
I can see it's not optimized for finding .. we'll fix ... we'll do that ASAP.

And @Suzanne or I will update you here, thanks - David