波動率 的英文怎麼說

中文拼音 [dòng]
波動率 英文
fluctuating ratio
  • : Ⅰ名詞1 (波浪) wave 2 [物理學] (振動傳播的過程) wave 3 (意外變化) an unexpected turn of even...
  • : 率名詞(比值) rate; ratio; proportion
  • 波動 : 1 (不穩定) undulate; fluctuate; unsettle; surge; rise and fall 2 [物理學] wave (motion); wave...
  1. Options markets yesterday saw a fall in expected volatility over the short term

    期權市場上,人民幣短期預期波動率下降。
  2. The numerical solution for pricing american options under stochastic volatility is considered

    摘要考慮隨機波動率下美式期權定價問題的數值模擬求解。
  3. The periodic analysis of realized volatility in china stock market

    波動率的周期性研究
  4. Secondly, basic model of one - stage investment decision is provided and the effects of the parameters, including the capacity step, time step etc on the simulation are understood at the same time, the algorithm ( monte carlo method ) of basic model is given and the basic model is studied in order to find how the three parameters of demand affect the investment decisions

    其次,在一系列假設的基礎上,提出了單階段投資決策的基本模型,分析了規模步長、時間步長、樣本數量等參數對模擬結果的影響,給出了該模型的蒙特卡洛模擬演算法,並對該模型進行了系統研究,明確了需求的3個參數(需求漂移、需求的波動率和初始需求)如何對投資決策結果產生影響。
  5. Multivariate volatilities modeling based on independent components

    基於獨立成分分解的多元波動率模型
  6. The first hypothesis is true according to the pd of 1 - year and pds of each quarterly in one year before special treatment and the second hypothesis also is true in three quarterlies before a corporation is specially treated. default probability of a specially treated corporation is high and tends to increase as time near the exposure date. 2. kmv model has a capacity of discriminating the bad borrowers from good borrowers. 3. volatility of market value of asset is determinant of default probability

    本文得出的主要結論有: (一)假設一在特別處理前一年及各個季度內成立,假設二在特別處理前三個季度內成立,我國資本市場中的特別處理公司具有較高的違約概且隨著時間向特別處理實施日期逼近違約概增加; (二) kmv模型具有較強的對違約債務人的識別力; (三)影響違約概的主要因素是公司資產價值波動率
  7. Considering a financial market with risky stocks and riskless bond, we describe the stochastic model of stock prices with stochastic volatility

    在考慮一個帶有股票和債券的金融市場后,本文提出了一個具隨機波動率的股票價格的隨機微分方程模型
  8. Making use of the time series exhibitions of the fluctuation - rate datum, we make our study for the following two purposes : one is to observe whether the preannouncing companies " temporal - condition variance of the series of the return rate conforms to the demand of sta bility ; the other is to decide whether the preannouncing companies " stocks have asymmetrical - information adjustment, this is to say, to decide how the companies response to good or bad news

    為了進一步檢驗盈餘預告新規則實施效果,我們考慮從性入手對股票市場的穩定性進行系統分析。我們嘗試利用波動率數值的時間序列表現進行研究,力圖了解:預告公司股票日收益序列的時變條件方差是否滿足穩定性要求。預告公司股票是否存在信息非對稱性調整現象,即對利好利空消息分別做出何種反應。
  9. Based on the mixture distribution hypothesis ( mdh ) theory, the paper conducted an empirical study into the daily liquidity and volatility of three futures, i. e., bronze, aluminum and natural rubber, and discovered that the trade volume and volatility display a significantly positive correlation, there is a significantly negative correlation between the open interest and volatility, and liquidity ratio and volatility have no significant correlation

    摘要根據混合分佈假設理論( mdh )等前人研究成果,及對中國期貨市場三個主要期貨交易品種銅、鋁和天然膠期貨的日流性和日性的實證研究,可以發現:交易量與波動率有顯著的正相關關系,持倉量與波動率有顯著的負相關關系;而流性比性卻並沒有顯著的關系。
  10. Through examining these implications empirically, we find that : ( 1 ) price limits may destroy the co - integration of shanghai stock index and its volume ; ( 2 ) in the short rum, price limits increase the volatility of china securities market, but in the long run, stock market volatility trends down ; ( 3 ) under the limit up and down, it increases sharply firstly and then decreases step by step for the coefficient of variation of the day returns series in china securities market

    通過實證檢驗得出如下結論: ( 1 )實行漲跌停板制度回破壞上證指數與成交量的協整關系; ( 2 )在短期內會使我國大市指數日收益增大,但在長期里波動率趨于下降; ( 3 )實行漲跌停板制度之後,我國證券市場大市指數日收益的變差具有先增后減的是趨勢。
  11. 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。
  12. This is backed out of option prices

    隱含波動率在期權價格決定上影響較大。
  13. This is because implied volatility is generally higher than realised

    這是因為隱含波動率通常高於實際波動率
  14. 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。
  15. The ever - inventive financial sector has found ways to trade the difference between realised and implied volatility

    以創新著稱的金融業已經找到在實際波動率和隱含波動率之間進行交易的方法。
  16. Therefore, quantitative analysis on the above two parameters is made in the thesis so as to find the cause of the differences comparing the option trend simulated by guotai & junan

    通過研究發現隱含波動率只能利用歷史數據分析,根據實際經驗進行假設和修正,無法能夠準確計算出來。
  17. Supposing the company ' s value satisfies a certain probability distribution, then, we can calculate the company ' s value in the future as well as its connotative undulation basing on the relationship and a certain option pricing formula, which is based on the supposing talked above. further, we can calculate the company ' s expected default frequency. by now, the goal to measuring the company ' s credit risk has realized

    如果假設公司價值服從某一概分佈,那麼根據與此概分佈相對應的期權定價公式,以及股票價格波動率與公司資產價值波動率之間的函數關系,即可求出公司未來某個時點的期望價值及其隱含波動率,並進一步計算出此時點公司違約的概,由此便實現了對公司信用評級的目的。
  18. Provided that stock price process is a jump - diffusion process, the rate of return and the volatility are functions of time, the pricing formula of exponential european jump option can be obtained with the principle of equivalent martingale measure

    摘要假定股票價格過程服從跳躍擴散過程,且無風險利,股票收益波動率均為時間函數,利用等價鞅測度方法得出了支付函數為冪型的歐式期權定價公式。
  19. Indeed, volatility has a “ curve ”, rather like the bond market, which generally slopes upwards over time

    實際上,波動率呈曲線分佈的趨勢,而不是像債券市場那樣,隨時間發展,通常呈斜為正的直線分佈趨勢。
  20. Q ( t ) ) dt + ( t ) dwtq ], and the interest rate of the riskless asset 、 the volatility rate and the dividend rate of stock are non - random functions of time, the pricing formula of two - points reset option is obtained by using martingale and stochastic analysis knowledge 。 following the thought of merton, chapter five depicts the asset price motion with ito

    Q ( t ) ) dt + ( t ) dwtq ] ,且無風險利、股息以及波動率為時間的非隨機函數,並藉助鞅和隨機分析知識給出了兩點重設型期權的定價公式。第五章按照merton的思想,用以下ito
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