√在线天堂中文最新版网,97se亚洲综合色区,国产成人av免费网址,国产成人av在线影院无毒,成人做爰100部片

×

implied volatility surface造句

例句與造句

  1. The implied volatility surface simultaneously shows both volatility smile and term structure of volatility.
  2. An implied volatility surface is then a three-dimensional surface plot of volatility smile and term structure.
  3. The impact of leverage ratio can also be observed from the implied volatility surfaces of leveraged ETF options.
  4. The graph shows an implied volatility surface for all the put options on a particular underlying stock price.
  5. Solving for volatility over a given set of durations and strike prices, one can construct an implied volatility surface.
  6. It's difficult to find implied volatility surface in a sentence. 用implied volatility surface造句挺難的
  7. How the surface changes as the spot changes is called the " evolution of the implied volatility surface ".
  8. An implied volatility surface is " static " : it describes the implied volatilities at a given moment in time.
  9. The general non-parametric approach by Dupire is however problematic, as one needs to arbitrarily pre-interpolate the input implied volatility surface before applying the method.
  10. However, these models cannot explain long-observed features of the implied volatility surface such as volatility smile and skew, which indicate that implied volatility does tend to vary with respect to strike price and expiry.
  11. An "'implied volatility surface "'is a 3-D plot that plots volatility smile and term structure of volatility in a consolidated three-dimensional surface for all options on a given underlying asset.
  12. Option traders use an implied volatility plot to quickly determine the shape of the implied volatility surface, and to identify any areas where the slope of the plot ( and therefore relative implied volatilities ) seems out of line.
  13. The result is a two-dimensional curved surface plotted in three-dimensions whereby the current market implied volatility ( Z-axis ) for all options on the underlying is plotted against the price or delta yields the "'relative implied volatility surface " '.
  14. Conversely, given market data at a given point in time, the spot is fixed at the current market price, while different options have different strikes, and hence different moneyness; this is useful in constructing an implied volatility surface, or more simply plotting a volatility smile.

相鄰詞匯

  1. "implied trust"造句
  2. "implied trusts"造句
  3. "implied undertaking"造句
  4. "implied use"造句
  5. "implied volatility"造句
  6. "implied waiver"造句
  7. "implied warranties"造句
  8. "implied warranty"造句
  9. "implied warranty of fitness"造句
  10. "implied warranty of fitness for a particular purpose"造句
桌面版繁體版English日本語

Copyright ? 2025 WordTech Co.