对处于价外状态的期权而言,投资者已乐意为此支付比那些承保小幅下跌的合约更高的价格(以隐含波动为衡量标准)。
They have been willing to pay a higher price (as measured by implied volatility) for extreme out-of-the-money options than for contracts that insure against smaller market declines.
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.
用技术语言来说,期权价格的隐含波动性结果都要比实际波动性高。
To put this in technical terms, the implied volatility in the option price turns out to be higher than the realised volatility.
在市场平静的时候,愿意出售期权的人增加,使它们的价格,也就是隐含波动性的等级下降。
In quiet markets, the number of people who want to sell options increases, driving their prices, and thus the level of implied volatility, down.
尽管多数分析师研究这些数据的目的是判断中国经济增长势头保持得如何,但至少有两名分析师看出了公布的价格变动与隐含的价格变动之间的较大差异。
While most analysts pored over the Numbers to get a sense of how growth was holding up, at least two spotted a large discrepancy between reported, and implied, price changes.
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.
马克思揭示了资本获取利润所隐含的剥削问题,提出剩余价值说,假设价值转化为生产价格,通过平均利润率的形成,要解决“李嘉图矛盾”。
To deal with the "Ricardo contradiction", he raises the theory of surplus value by assuming that value is changed into production price and is formed by averaging different profit rates.
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.
本文从个体投资者角度,运用含有一个隐含层的神经网络来预测新股发售的市场价格。经测试,该模型具有良好的预测性能。
The result of the neural network model initiated in this research can be assessed and compared by the price made by multiple propagating methodologies.
本文从个体投资者角度,运用含有一个隐含层的神经网络来预测新股发售的市场价格。经测试,该模型具有良好的预测性能。
The result of the neural network model initiated in this research can be assessed and compared by the price made by multiple propagating methodologies.
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