用implied volatility造句子,“implied volatility”造句

來源:國語幫 3.11W

They have been willing to pay a higher price (as measured by implied volatility) for extreme out-of-the-money options than for contracts that insure against smaller market declines.

So it need not necessarily be that investors are complacent in allowing implied volatility to drift so low.

This is because implied volatility is generally higher than realised.

More precisely, for one day 'quote, the implied volatility is a function of two parameters: the strike price and the time to maturity, exhibiting a surfaced shape.

implied volatility造句

Remarkably, cortisol increased in direct correlation to implied volatility, a measure of expected future variance in asset prices.

The implied volatility of these contracts has shot up in recent months (see chart), indicating that investors are uncertain about long-term interest rates.

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