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Great one! I just have one question Black-Scholes model uses constant volatility. What do you mean by this? Because volatility changes when we apply iteration.
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@@analystprep 4:25 , it is different way of writing normal distribution. Written as N(u , variance) is the formal way, Written as N(u , Stdev) in the textbook is understood. At 6:09 the confidence interval is calculated correctly with stdev
(SD) x (Root of T) which is given in the textbook is just the root of (SD²) x (T) which is shown in this video. so, the textbook one gives you the standard deviation and the one here gives you the variance. it's basically the same thing.
