implied volatility 中文意思是什麼

implied volatility 解釋
引伸波幅;隱含波動率
  • implied : adj. 含蓄的,隱含的,不言而喻的,言外的 (opp. expressed)。 an implied consent 默許。adv. -ly
  • volatility : n. 1. 揮發性;揮發度。2. 輕快,快活。3. 變動不止,反復無常;輕浮。
  1. Implied volatility is the most important factors to evaluate the price of option

    引申波幅是評估期權或認股證價格最重要的因素。
  2. 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。
  3. Although recent developments in options markets indicate that the implied volatility of global equity and bond prices has declined, it should not be assumed that this decline reflects the future risks in these markets

    雖然期權市場近期的形勢顯示全球股票及債券價格的引伸波幅有所下跌,但大家不應因此假設市場風險會減低。
  4. 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。
  5. Implied volatility is calculated from the options and their influence factors such as stock price, strike, time value, interest rate and bonus

    引伸波幅從期權或認股證價格本身配合其他客觀影響因素如正股價格、行使價、時間值、利率及派息計算出來。
  6. In financial mathematics, the implied volatility of an option contract is the volatility implied by the market price of the option based on an option pricing model

    在金融數學里,一個期權和約的隱含波動性是根據期權定價模型由市場價格所暗示的波動性。
  7. 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。
  8. 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。
  9. 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。
  10. To put this in technical terms, the implied volatility in the option price turns out to be higher than the realised volatility

    用技術語言來說,期權價格的隱含波動性結果都要比實際波動性高。
  11. In quiet markets, the number of people who want to sell options increases, driving their prices, and thus the level of implied volatility, down

    在市場平靜的時候,願意出售期權的人增加,使它們的價格,也就是隱含波動性的等級下降。
  12. When one “ reverse engineers ” an option price ( taking out factors such as the time value of money ), the residual factor is known as implied volatility, which could be described as the uncertainty applying to the asset

    當一個人「逆向研究」某個期權價格(將類似於資金的時間價值的因素排除) ,所得到的剩餘的因素就被稱作隱含波動性,它可以用來描述該資產所適用的不確定性。
  13. 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

    對處于價外狀態的期權而言,投資者已樂意為此支付比那些承保小幅下跌的合約更高的價格(以隱含波動為衡量標準) 。
  14. That forced implied volatility even higher

    這會迫使隱含流動性升得更高。
  15. 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日根據掛?股票之引伸波幅及當時之市況釐定。
  16. 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,市場曲線發生倒轉因此短期隱含波動高於長期隱含波動。
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