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local volatility

  • 局部波动率

网络释义专业释义英英释义

  局部波动率

在此,我们进一步以局部波动率 (local volatility) 为例再度验证此修正后傅立叶转换方法的有效性,并根据此方法估计瞬时波动率。

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短语

Local Volatility Model 局部波动率模型

  • 局部波动率

·2,447,543篇论文数据,部分数据来源于NoteExpress

Local volatility

  • abstract: A local volatility model, in mathematical finance and financial engineering, is one which treats volatility as a function of the current asset level S_t and of time t .

以上来源于: WordNet

双语例句权威例句

  • The RBA said hedge funds returned the same as local shares over the past five years, or 12% a year after fees, albeit with lower volatility.

    RBA过去5年中对冲基金本地股票回报相同,扣去费用之后为12%每年尽管拥有较低的波动性。

    youdao

  • Sourcing local ingredients cuts supply chain price volatility, and logistics, inventory and import duty costs - and the result is a product priced 20% less than barley beer.

    产地购买原材料可以减少供应链价格波动降低物流库存进口关税成本——因此价格要比大麦啤酒20%。

    youdao

  • World food price volatility remains significant and in some countries, the volatility is adding to already higher local food prices.

    世界粮食价格的不稳定性许多国家还是很明显的,这种不稳定性恶化了原本很高食物价格

    youdao

更多双语例句
  • Barclays said on July 5 that it attributed this allocation decision to the heightened uncertainty in the euro area and the potential for volatility in currency markets, limiting the upside potential in local currency bonds as they lose value compared to the dollar.

    FORBES: For Emerging Markets, The Flow Is Your Friend

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