The ever - inventive financial sector has found ways to trade the difference between realised and implied volatility 以创新著称的金融业已经找到在实际波动率和隐含波动率之间进行交易的方法。
Indeed , volatility has a “ curve ” , rather like the bond market , which generally slopes upwards over time 实际上，波动率呈曲线分布的趋势，而不是像债券市场那样，随时间发展，通常呈斜率为正的直线分布趋势。
Specialised tools for absolute return strategies ; equity long - short , stat arb , pairs , vol arb , merger arb , event arb , others 为绝对收益率策略设计的特殊工具，股票买多卖空战略套利配对波动率套利收购套利事件套利等。
Investment banks use “ value - at - risk ” models which mean that , when volatility rises , they cut the capital they allocate to trading 投行广泛采用“风险价值”模型：当市场波动率上升时，它们将减少交易资金，而这通常意味着减持资产。
Under the control of microcomputer , the sine vave output is produced . base on the result , the spwm wave is static and reliable 从逆变环节的实验结果来看，产生的spwm波稳定、可靠，输出电压波形失真度小，电压波动率仅在2左右。
Considering a financial market with risky stocks and riskless bond , we describe the stochastic model of stock prices with stochastic volatility 在考虑一个带有股票和债券的金融市场后，本文提出了一个具随机波动率的股票价格的随机微分方程模型
When the volatility is constant , we calculate the simple growth option by black - scholes equation , and calculate the compound growth option by geske equation 在波动率不变的情况下，采用black - scholes方程计算简单增长期权的价值，采用geske公式计算复合增长期权的价值。
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 通过研究发现隐含波动率只能利用历史数据分析,根据实际经验进行假设和修正,无法能够准确计算出来。
The paper examines the extent to which the conditional volatility of stock market returns in chinese stock markets is related to the conditional volatility of financial and business cycle variables 这篇论文目的是考察在中国股票市场中，股票市场收益率的条件波动率与宏观经济变量的条件波动率之间的相关程度。
Different pricing models for various options are concluded . the relationships between options and different influencing factors such as the stock price , the time to maturity the volatility of the stock price and the risk - free rate are discussed 总结了各种期权的定价模型，讨论了期权与各种影响因素如股票价格、剩余期限、股票价格波动率和无风险收益率等之间的关系。
