在金融市场,历史波动性(historical volatility)不同于隐含波动性( implied volatility),前者是历史价格或收益率实际呈现的波动程度,后者则是期权价格所反映的预期波动性。
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波动性股市的平均历史回报率,是计算资金成本和未来养老金负债拨备的重要数据。
The average historic return on the volatile equity market is central to calculations of the cost of capital and provision for future pension liabilities.
在计算节点信誉值时,综合考虑节点历史行为的平均信任情况及节点近期行为的波动性。
The calculation of reputation value was considered in both these aspects: the historical average behavior the peer and the recent volatility of the peer.
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