| 单词 | Implied volatility | ||||||||||||
| 释义 | Implied volatility
更多释义 收起释义 例句释义: 隐含波动率,引伸波幅,隐含波动性 1. This shows up in the "implied volatility" of the option, which indicates how wild investors expect market swings to be. “隐含易变性”刻画投资者对市场振荡程度的预计。 www.ecocn.org 2. To put this in technical terms, the implied volatility in the option price turns out to be higher than the realised volatility. 用技术语言来说，期权价格的隐含波动性结果都要比实际波动性高。 www.ecocn.org 3. Implied volatility is the volatility that yields the same price as the market for a European option when substituted into the BS formula. 隐含波动率是使BS公式下得到的普通欧式期权的价格与市场价格相一致的波动率。 www.13191.com 4. One important measure, implied volatility premiums on call options, also known as the call skew, illustrates this. 一项重要指标--买权隐含波动率溢价，即买权偏斜（callskew）就能够说明这一点。 cn.reuters.com 5. The research is intended to do like this: firstly, to change the discrete data of implied volatility into function. 研究步骤为：首先将离散的隐含波动率数据转换为函数形式，然后进行函数型数据分析。 www.fabiao.net 6. Remarkably, cortisol increased in direct correlation to implied volatility, a measure of expected future variance in asset prices. 显然，皮质醇的增长与资产价格中的预期未来方差隐含波动率正相关。 www.ecocn.org 7. The empirical results reveal that arbitrage risk does affect the slope of the implied volatility curve for stock options. 实证结果显示套利风险的确会影响到个股选择权的隐含波动率曲线。 ir.lib.ncu.edu.tw 8. The empirical result shows that the linear piecewise model is the most appropriate model for implied volatility curves. 实证结果显示线性分段模型是最适合隐含波动微笑的模型。 ir.lib.ncu.edu.tw 9. The ever-inventive financial sector has found ways to trade the difference between realised and implied volatility. 以创新著称的金融业已经找到在实际波动率和隐含波动率之间进行交易的方法。 www.ecocn.org 10. 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。 www.ecocn.org 1. If arbitrage risk affects the slope of implied volatility curve, then there is a connection between stock options and arbitrage risk. 如果套利风险会影响隐含波动率曲线的斜率，则个股选择权与套利风险之间是有关连的。 ir.lib.ncu.edu.tw 2. This study contains two essays in implied volatility of individual stock options. 本研究是由二篇有关于个股选择权隐含波动率之文章所构成。 ir.lib.ncu.edu.tw 3. Implied volatility is a measure of what the market implies it is, as reflected in the option. 引申波幅是在市场上衡量而取得的，也被使用在期权。 www.fane.cn 4. The first essay examines the effect of arbitrage risk on the slope of implied volatility curve for individual stock options. 第一篇文章所研究的是关于套利风险对于个股选择权之隐含波动率曲线斜率的影响。 ir.lib.ncu.edu.tw 5. In addition, we consider whether mean reversion explains a change in the implied volatility smile. 此外，本研究亦考虑均值回归效果是否对隐含波动率微笑曲线（或偏态）型态变动提供部分的解释。 www.cetd.com.tw 6. Based on the HSI option data, this paper makes some empirical study on the implied volatility surface of the HSI option. 本文基于香港恒生指数期权数据，对恒指期权的隐含波动率表面动态过程进行了实证研究。 www.13191.com 7. 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。 club.topsage.com 8. Implied volatility on one-month at-the-money options to buy or sell yen jumped by more than 30 per cent in the volatile markets. 在不稳定市场上，买入或卖出日元一月期的货币期权的隐含波动幅度超过30%。 blog.sina.com.cn 9. For example, implied volatility for Euro STOXX 50 index . V2TX stands at above 42 percent, above the 200-day moving average. 例如，EuroSTOXX波动性指数的隐含波动率位于42%上方，高于200日移动均线。 cn.reuters.com 10. 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 www.ilib.cn |
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