量度期权标的资产价格波动率的变动如何影响期权价值的指标。
The measure of change in the value of the option compared with a change in volatility.
鉴于传统指标的不足，提出用另一种指标—价格波动幅度变动率来度量市场风险。
To demonstrate that the indicator we propose is a good candidate for measuring risk, we investigate empirically the statistical properties of price range volatility on Standard and Poors 500 index.
鉴于传统指标的不足，提出用另一种指标—价格波动幅度变动率来度量市场风险。
To demonstrate that the indicator we propose is a good candidate for measuring risk, we investigate empirically the statistical properties of price range volatility on Standard and Poors 500 index.
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