确定原生资产的隐含波动率无论是在理论还是实际应用上都有重要意义。
Identifying the implied volatility of underlying assets is very important for both theoretical and practical applications.
这些契约的隐含波动率最近几月迅速飞升(见上图)，显示出投资者对长期利率的信心摇摆。
The implied volatility of these contracts has shot up in recent months (see chart), indicating that investors are uncertain about long-term interest rates.
研究步骤为：首先将离散的隐含波动率数据转换为函数形式，然后进行函数型数据分析。
The research is intended to do like this: firstly, to change the discrete data of implied volatility into function.
出乎意外地的是，皮质醇上涨与用来测量预期将来资产价格变动的隐含波动率呈正相关。
Remarkably, cortisol increased in direct correlation to implied volatility, a measure of expected future variance in asset prices.
这一现象在期权的隐含波动率中显示出来，隐含波动率正是狂乱的投资者们所预见的市场波动的反映。
This shows up in the "implied volatility" of the option, which indicates how wild investors expect market swings to be.
在定价上主要的改变是，与实现波动率相关的隐含波动率急剧下降，这在芝加哥期权交易所之后立刻变得相当明显。
The major change in pricing is the sharp decline in implied volatility relative to realized volatility, evident immediately upon the opening of the CBOE.
她也在攻读经济学博士学位,目前正在研究"期权微笑",也就是,期权隐含波动率微笑现象中的价格变动趋势,她现在正对我微笑呢
She is also a PhD candidate in Economics and is doing research on the behavior of options prices in a phenomenon called the "Options smile," as she's smiling at me right now.
如今，隐含波动率曲线看上去却是一副“微笑”的样子，说明看跌方已与看涨方势均力敌了。
now they look like a smile, indicating bearish bets have caught up with bullish ones.
确切的说，对于某一天的期权报价，隐含波动率是执行价格和存续期的二元函数，呈现曲面的形态。
More precisely, for one day 'quote, the implied volatility is a function of two parameters: the strike price and the time to maturity, exhibiting a surfaced shape.
本文探讨是否实现隐含波动率与预期回报的个股可以预测的横截面的变化。
This paper investigates whether realized and implied volatilities of individual stocks can predict the cross-sectional variation in expected returns.
本文探讨是否实现隐含波动率与预期回报的个股可以预测的横截面的变化。
This paper investigates whether realized and implied volatilities of individual stocks can predict the cross-sectional variation in expected returns.
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