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- That forced implied volatility even higher. 这会迫使隐含流动性升得更高。
- This is because implied volatility is generally higher than realised. 这是因为隐含波动率通常高于实际波动率。
- So it need not necessarily be that investors are complacent in allowing implied volatility to drift so low. 因此投资者完全不必如此自满地任由隐含波动率游离于如此低位状态。
- Implied Volatility is the most important factors to evaluate the price of option. 引申波幅是评估期权或认股证价格最重要的因素。
- This paper on call warrants in China market studies the negative premium phenomenon and implied volatility. 摘要文章研究了中国权证市场上认购权证的负溢价现象及隐含波动率。
- Only rarely, as on February27 th, does the curve“ invert” so that short-term implied volatility is higher than long-term. 仅在很少情况下,如2月27日,市场曲线发生倒转因此短期隐含波动高于长期隐含波动。
- Implied Volatility is calculated from the options and their influence factors such as stock price, strike, time value, interest rate and bonus. 引伸波幅从期权或认股证价格本身配合其他客观影响因素如正股价格、使价、间值、利率及派息计算出来。
- Only rarely, as on February 27th, does the curve "invert" so that short-term implied volatility is higher than long-term. 仅在很少情况下,如2月27日,市场曲线发生倒转因此短期隐含波动高于长期隐含波动。
- This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility. 这项免费的期权定价计算器可以用来计算:先以电话联络的价格,把价格,伽玛,德尔塔,太塔,维加,隐含波动率。
- Practically, the application of options implied second moment, implied volatility, is very popular, but the study of implied third moment, skewness, and fourth moment, kurtosis, is seldom. 摘要:实务上,选择权价格所隐含之二阶动差(即波动率)应用得非常普遍,但有关所隐含三阶动差(偏态)及四阶动差(峰态)之研究则较为少见。
- Volatility term structures list the relationship between implied volatilities and time to expiration. 一般言之,取样期间愈短,波动率的变动幅度愈大,取样期间愈长,波动率愈稳定。
- If we take a cross section of a volatility surface at a particular strike, we obtain a curve that describes implied volatilities as a function of expiration for that strike. 波动率期间结构,除了有上述的短天期领先长天期的现象之外,它还有短天期回归长天期的现象。
- We suggest an approach resembling the CBOE’s VXO which weights the implied volatilities of various index options. 然而基于考虑现货市场在套利机制的先天限制,本文建议以台股期货指数取代现货市场指数,应用在反推隐含波动率的过程。
- That has pushed down implied volatilities to multi-year lows, arguably making the assets appear more reassuring than they actually are. 这也使内含的波动降到了多年来的低点,按理也会使资产看起来比实际情况更令人放心。
- It introduces how to use this framework in foreign exchange, interest rates, assert prices, and implied volatilities of options. 书中介绍了如何把这一框架应用于外汇汇率、利率、股票价格和隐含变动率。
- The Optimization Approach for the Determination of the Implied Volatility through the Average Option Price 由期权平均价格确定隐含波动率的最优化方法
- Volatility continues to increase both in FX implied vols and VIX index. 外汇隐含波动和波动率指数在继续增加。
- An underlying or implied tendency or meaning; an undercurrent. 含意; 暗流; 内在性质隐含的或含蓄的倾向或意义; 潜在势力
- AUD/USD moves downwards with low volatility. 澳币/美元向下的动作与低波动。
- He implied that you were all wrong. 他暗示你们都错了。