I have to value an option with a valuation date as of May 20, 2002.
The subject is not public, therefore I need to use guideline
companies' volatility as an indication for the subject. Please
provide me suggestions or links to websites that will permit me to
type in a ticker symbol, and to quickly ascertain volatility going
back 10 years (as an example) from a date in the past. In other
words, I'd be interested to know the volatility (for PVH as an
example) for the 10 years leading up to May 20, 2002.
Also, please also offer suggestions for online resources where I might
find the yield for various treasury strips, again at a date in the
past. To say it another way, what was the yield on an 8 year treasury
strip as of May 20, 2002?
A response in the afternoon of 2/4/2003 eastern time. |