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短语

波动率微笑 volatility smile

  • volatility smile - 引用次数:7

    参考来源 - 基于指数方差伽玛模型的金融衍生品定价

·2,447,543篇论文数据,部分数据来源于NoteExpress

双语例句原声例句

  • 这个系统性的差异称为波动率微笑

    These systematic valuation errors are documented in a stylized fact, the "volatility smile" effect.

    youdao

  • 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,她现在微笑

    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.

    youdao

  • 如今,隐含波动率曲线看上去却是副“微笑”的样子,说明看跌看涨方势均力敌了。

    now they look like a smile, indicating bearish bets have caught up with bullish ones.

    youdao

更多双语例句
  • 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.

    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

    耶鲁公开课 - 金融市场课程节选

百科

波动率微笑

波动率微笑(Volatility smiles)指期权隐含波动率(implied volatility)与行权价格(strike price)之间的关系。

详细内容

以上来源于: 百度百科
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