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ch11

  1. S

    Confidence interval - Ch11

    Hi everyone, Calculating the 95% confidence interval for the lognormal distribution of a share price S(t) I thought that the approach is to find a number a such that P(S_0 - a <= S_t <= S_0 +a) = 0.95. I realized that it is not possible to find such an a easily (without some computer technics)...
    • Sandor Kelemen
    • Thread
    • ch11 confidence interval lognormal model
    • Replies: 1
    • Forum: CM2
  2. J

    Chapter 11 - running yields for property vs running yields for equity

    Hi there Just covering off on Chapter 11 at the moment. It says that one of the reasons why running yields on property are higher than on shares is because: "on average, dividends will tend to increase more rapidly than rents, as dividends benefit from returns arising from the retention of...
    • Jinnentonix
    • Thread
    • ch11 ct1 property running yield
    • Replies: 5
    • Forum: CT1
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