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。
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。
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 shows up in the "implied volatility" of the option, which indicates how wild investors expect market swings to be.
这一现象在期权的隐含波动率中显示出来,隐含波动率正是狂乱的投资者们所预见的市场波动的反映。
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。
Identifying the implied volatility of underlying assets is very important for both theoretical and practical applications.
确定原生资产的隐含波动率无论是在理论还是实际应用上都有重要意义。
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。
In quiet markets, the number of people who want to sell options increases, driving their prices, and thus the level of implied volatility, down.
在市场平静的时候,愿意出售期权的人增加,使它们的价格,也就是隐含波动性的等级下降。
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。
The implied volatility of these contracts has shot up in recent months (see chart), indicating that investors are uncertain about long-term interest rates.
这些契约的隐含波动率最近几月迅速飞升(见上图),显示出投资者对长期利率的信心摇摆。
The major change in pricing is the sharp decline in implied volatility relative to realized volatility, evident immediately upon the opening of the CBOE.
在定价上主要的改变是,与实现波动率相关的隐含波动率急剧下降,这在芝加哥期权交易所之后立刻变得相当明显。
More precisely, for one day 'quote, the implied volatility is a function of two parameters: the strike price and the time to maturity, exhibiting a surfaced shape.
确切的说,对于某一天的期权报价,隐含波动率是执行价格和存续期的二元函数,呈现曲面的形态。
They have been willing to pay a higher price (as measured by implied volatility) for extreme out-of-the-money options than for contracts that insure against smaller market declines.
对处于价外状态的期权而言,投资者已乐意为此支付比那些承保小幅下跌的合约更高的价格(以隐含波动为衡量标准)。
The implied price volatility reflects market participants' uncertainty over how production, demand, and high inventories will be balanced in the upcoming winter heating season.
含蓄的价格浮动反射市场关于生产、需求和高存货怎样的参加者的不确定性在即将来临的冬天取暖季节内将平衡。
The implied price volatility reflects market participants' uncertainty over how production, demand, and high inventories will be balanced in the upcoming winter heating season.
含蓄的价格浮动反射市场关于生产、需求和高存货怎样的参加者的不确定性在即将来临的冬天取暖季节内将平衡。
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