隱含波動率 的英文怎麼說

中文拼音 [yǐnhánbōdònglǜ]
隱含波動率 英文
implied volatility
  • 隱 : Ⅰ動詞（隱瞞; 隱藏） hide; conceal Ⅱ形容詞1 （隱藏不露） hidden from view; concealed 2 （潛伏的; ...
  • 含 : 動詞1 （東西放在嘴裏 不咽下也不吐出） keep in the mouth 2 （藏在裏面; 包含） contain 3 （帶有某種...
  • 波 : 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 : 率名詞（比值） rate; ratio; proportion
  • 隱含 : implication
  • 波動率 : fluctuating ratio
  • 波動 : 1 （不穩定） undulate; fluctuate; unsettle; surge; rise and fall 2 [物理學] wave （motion）; wave...
  1. Firstly, second harmonic component ratio and dead angles of two phase inrush ' s dispersion in three - phase transformes are acted as input variable. secondly, the method applies improved algorithm based on the original algorithm of multi - layer forward back propagation network, that is to say, adding last variational effect of weight value and bias value to this time and making use of variable learning rate. at the same time, this method also adopts dynamic form in the number of hidden floor node

    首先，文中將三相變壓器兩相涌流差流的二次諧波含量比和間斷角作為網路的輸入變量；其次，利用對原有bp網路訓練演算法基礎上的改進型演算法（即在計算本次權值和閾值的變化時增加上一次權值和閾值變化的影響以及採用變學習率，與此同時隱含層神經元個數採用動態形式） ，通過樣本訓練使網路結構模型達到最優。
  2. 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。
  3. This is backed out of option prices

    隱含波動率在期權價格決定上影響較大。
  4. 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。
  5. 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。
  6. 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。
  7. 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。
  8. 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

    如果假設公司價值波動服從某一概率分佈，那麼根據與此概率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率，由此便實現了對公司信用評級的目的。
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