That forced implied volatility even higher 這會迫使隱含流動性升得更高。
This is because implied volatility is generally higher than realised 這是因為隱含波動率通常高于實際波動率。
Implied volatility is the most important factors to evaluate the price of option 引申波幅是評估期權(quán)或認股證價格最重要的因素。
Implied volatility is a measure of what the market implies it is , as reflected in the option 引申波幅是在市場上衡量而取得的,也被使用在期權(quán)。
So it need not necessarily be that investors are complacent in allowing implied volatility to drift so low 因此投資者完全不必如此自滿地任由隱含波動率游離于如此低位狀態(tài)。
What remains when all these factors have been eliminated is the mystery ingredient ? implied volatility 如果拋卻所有這些因素的話,那就只剩下這神秘的組成部分隱含波動率了。
The ever - inventive financial sector has found ways to trade the difference between realised and implied volatility 以創(chuàng)新著稱的金融業(yè)已經(jīng)找到在實際波動率和隱含波動率之間進行交易的方法。
To put this in technical terms , the implied volatility in the option price turns out to be higher than the realised volatility 用技術(shù)語言來說,期權(quán)價格的隱含波動性結(jié)果都要比實際波動性高。
The eld interest rate is based on the implied volatility of the linked stock and prevailing market condition as of july 25 , 2006 1 , 258此為2006年7月25日根據(jù)掛?股票之引伸波幅及當(dāng)時之市況厘定。
Only rarely , as on february 27th , does the curve “ invert ” so that short - term implied volatility is higher than long - term 僅在很少情況下,如2月27日,市場曲線發(fā)生倒轉(zhuǎn)因此短期隱含波動高于長期隱含波動。
In financial mathematics, the implied volatility of an option contract is that value of the volatility of the underlying instrument which, when input in an option pricing model (such as Black-Scholes) will return a theoretical value equal to the current market price of the option. A non-option financial instrument that has embedded optionality, such as an interest rate cap, can also have an implied volatility.