| 摘要 |
A method for providing one or more performance measures for an asset of fluctuating value. The price of an asset is represented as the sum of a running average and a random part, defined as a deviation from the average. First principles definitions of drift, volatility and risk are obtained. In accordance with embodiments of the invention, real-world stock price information generates real time values of drift, volatility and risk, the latter assigning an added dimension to the underlying value of an asset. |
