Implied Volatility (IV)

用法例句

Then, various measurement methods, such as moving average method, ARCH model, stochastic volatility model and implied volatility method are mainly presented.

接着,主要介绍移动平均方法、ARCH类模型、随机波动模型以及隐含波动性方法,并在移动平均方法中引入了稳健型指数加权移动平均方法和基于非对称Laplace分布的有偏型指数加权移动平均方法,对ARCH类模型和SV模型及二者的主要扩展模型进行了较为全面的论述,并对模型参数的估计方法进行了介绍。

Modeling, Computing Methods of Implied Volatility and Its Application

隐含波动率的建模、计算方法及其应用

Model-free implied volatility and its information content:Evidence from Hang Seng Index options

无模型隐含波动率及其所包含的信息:基于恒生指数期权的经验分析

An implied volatility measure is used.

将期权按钱性进行分类,以一种新的加权的隐含波动率作为神经网络的输入变量,通过小波神经网络模型、BP网络模型和Black-Scholes模型来预测香港恒指买权的价格。

Introduction There are many factors influencing pronoun processing in spoken language comprehension, such as implicit verb causality and accentuation.

采用听觉动窗法和跨通道探测技术,设计3个实验考察了汉语口语句子理解中,动词隐含因果性和重读对代词加工的影响及其时间进程。

This study examines the effect of implicit verb causality in determining the antecedent of a pronoun in Chinese sentence comprehension.

本研究探讨了在汉语句子理解中动词隐含因果性对代词指认的影响。

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。

An Improved Differential Approach to Computing Implied Volatility--Implied Volatility Surface Model;

隐含波动率微分算法的改进——波动率表面模型

Modeling, Computing Methods of Implied Volatility and Its Application

隐含波动率的建模、计算方法及其应用

Improvement for the Iterative Algorithm of Implied Volatility of Warrant

认股权证隐含波动率迭代算法的改进

The Model-Free Implied Volatility and Its Information Content

无模型隐含波动率及其所包含的信息研究

Research of Dynamic Implied Volatility Models Based on Hong Kong Market

基于香港市场的隐含波动率动态模型研究

This is backed out of option prices.

隐含波动率在期权价格决定上影响较大。

Study on the Sensitivity of Implied volatility Based on Artificial Intelligence;

基于人工智能的隐含波动率的敏感度的研究

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

The Statistical Properties of Parameters and Implied Volatility from European Power Function Call Option;

欧式幂期权定价模型中参数及隐含波动率的统计特性

Model-free implied volatility and its information content:Evidence from Hang Seng Index options

无模型隐含波动率及其所包含的信息:基于恒生指数期权的经验分析

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。

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。

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。

Dynamic Distribution of Wood Moisture Content during Microwave Drying and Hot Air Drying

微波干燥与常规干燥中木材内含水率动态分布

The Research of Management of Interest Risk Based on Embedded Option in Commercial Bank

商业银行隐含期权利率风险管理研究

The Affine Stochastic Volatility Interest Rate Model with Jump Process and Its Application;

包含Jump过程的仿射随机波动利率模型及其应用研究

The Comparison of Moisture Content Profile within Wood during Microwave and Hot Air Drying

微波干燥与常规干燥中木材内含水率动态分布比较