implied volatility
[财]隐含波动性;
双语例句:
1.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。
2.In terms of implied volatility in everything that was already crashing ( gold, Treasuries, emerging markets, etc), that concept has been pretty straightforward for going on for six months now.
对于早已大跌的投资品种(比如黄金、美国国债、新兴市场等等),隐含波动率凸性概念6个月来已显而易见。
3.Remarkably, cortisol increased in direct correlation to implied volatility, a measure of expected future variance in asset prices.
出乎意外地的是,皮质醇上涨与用来测量预期将来资产价格变动的隐含波动率呈正相关。
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。
5.Volatility of B-S formula can not be directly observed, through the general history of volatility or implied volatility strike.
波动率是B-S公式中唯一不能直接观察到的变量,一般通过历史波动率或隐含波动率求取。
隐含波动率(Implied Volatility)是将市场上的期权或权证交易价格代入权证理论价格模型,反推出来的波动率数值。
由于期权定价模型(如BS模型)给出了期权价格与五个基本参数(标的股价、执行价格、利率、到期时间、波动率)之间的定量关系,只要将其中前4个基本参数及期权的实际市场价格作为已知量代入定价公式,就可以从中解出惟一的未知量,其大小就是隐含波动率。 |