4、隐含波动性模型 隐含波动性(implied volatility)是指期权价格中 所隐含的波动性。可以利用Black—Scholes欧 式看涨期权定价公式倒推计算。
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High implied volatility 隐含价格波动率高
Index Implied volatility 指数隐含波动率
Moderate implied volatility 隐含价格波动比较适中
implied volatility method 隐含波动性方法
implied volatility surface 隐含波动率曲面
Find implied volatility 寻找隐含波动率
Implied d volatility 隐含波动率 ; 引伸波幅
以上来源于: WordNet
This is because implied volatility is generally higher than realised.
这是因为隐含波动率通常高于实际波动率。
Only rarely, as on February 27th, does the curve “invert” so that short-term implied volatility is higher than long-term.
仅在很少情况下,如2月27日,市场曲线发生倒转因此短期隐含波动高于长期隐含波动。
In quiet markets, the number of people who want to sell options increases, driving their prices, and thus the level of implied volatility, down.
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。
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