Chinese translation for "隐含波动率"
|
- implied volatility
Related Translations:
条件隐含: conditional implication 隐含歧视: implicit discrimination
- Example Sentences:
| 1. | This is backed out of option prices
隐含波动率在期权价格决定上影响较大。 | | 2. | 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。 | | 3. | 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。 | | 4. | What remains when all these factors have been eliminated is the mystery ingredient ? implied volatility
如果抛却所有这些因素的话，那就只剩下这神秘的组成部分隐含波动率了。 | | 5. | 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。 | | 6. | Therefore , quantitative analysis on the above two parameters is made in the thesis so as to find the cause of the differences comparing the option trend simulated by guotai & junan
通过研究发现隐含波动率只能利用历史数据分析,根据实际经验进行假设和修正,无法能够准确计算出来。 | | 7. | Supposing the company ' s value satisfies a certain probability distribution , then , we can calculate the company ' s value in the future as well as its connotative undulation basing on the relationship and a certain option pricing formula , which is based on the supposing talked above . further , we can calculate the company ' s expected default frequency . by now , the goal to measuring the company ' s credit risk has realized
如果假设公司价值波动服从某一概率分布，那么根据与此概率分布相对应的期权定价公式，以及股票价格波动率与公司资产价值波动率之间的函数关系，即可求出公司未来某个时点的期望价值及其隐含波动率，并进一步计算出此时点公司违约的概率，由此便实现了对公司信用评级的目的。 |
- Similar Words：
- "隐海扇属" Chinese translation, "隐含" Chinese translation, "隐含暗流的徘徊行情" Chinese translation, "隐含表" Chinese translation, "隐含并行性" Chinese translation, "隐含波动性" Chinese translation, "隐含参考" Chinese translation, "隐含操作" Chinese translation, "隐含层" Chinese translation, "隐含成本" Chinese translation
|
|
|
