implied volatility的意思
implied volatility中文翻譯:
[財]隱含波動性
相似詞語短語
front-end volatility───前端波動
imperviability───損害性
implied criticism───含蓄批評
implied warranty───默認保證;默示擔保
impressionability───n.易感性;敏感性;可印性
believability───n.可信度
employability───n.就業能力;[勞經]受雇就業能力;受聘價值;可雇性
impeachability───彈劾性
impeccability───n.無缺點;無罪
雙語使用場景
So it need not necessarily be that investors are complacent in allowing implied volatility to drift so low.───因此投資者完全不必如此自滿地任由隱含波動率游離于如此低位狀態。
This paper on call warrants in China market studies the negative premium phenomenon and implied volatility.───文章研究了中國權證市場上認購權證的負溢價現象及隱含波動率.
forced implied volatility even higher.───迫使隱含流動性升得更高。
Implied volatility may be higher still, reflecting the economic recovery of the increased uncertainty.───隱含波動率可能仍較高, 反映出圍繞經濟何時復蘇的不確定性增大.
What remains when all these factors have been eliminated is the mystery ingredient - implied volatility.───如果拋卻所有這些因素的話,那就只剩下這神秘的組成部分 ― 隱含波動率了.
Implied Volatility is the most important factors to evaluate the price of option.───引申波幅是評估期權或認股證價格最重要的因素.
That forced implied volatility even higher.───這會迫使隱含流動性升得更高.
Is the implied volatility consistent with the stock?───隱含波動性是否與股票具有一致性?
The major change in pricing is the sharp decline in implied volatility relative to realized volatility, evident immediately upon the opening of the CBOE.───在定價上主要的改變是,與實現波動率相關的隱含波動率急劇下降,這在芝加哥期權交易所之后立刻變得相當明顯。
This is because implied volatility is generally higher than realised.───這是因為隱含波動率通常高于實際波動率.
英語使用場景
Practically, the application of options implied second moment, implied volatility, is very popular, but the study of implied third moment, skewness, and fourth moment, kurtosis, is seldom.
But if investors were concerned of downside risk, they can, at little cost, buy index put options, which bet on weaker markets, and long implied volatility as protection, Tranter said.
Daily implied volatility estimates were made from the closing prices of options on index futures.