implied volatility造句

• That forced implied volatility even higher
  这会迫使隐含流动性升得更高。
• This is because implied volatility is generally higher than realised
  这是因为隐含波动率通常高于实际波动率。
• Implied volatility is the most important factors to evaluate the price of option
  引申波幅是评估期权或认股证价格最重要的因素。
• Implied volatility is a measure of what the market implies it is , as reflected in the option
  引申波幅是在市场上衡量而取得的，也被使用在期权。
• So it need not necessarily be that investors are complacent in allowing implied volatility to drift so low
  因此投资者完全不必如此自满地任由隐含波动率游离于如此低位状态。
• What remains when all these factors have been eliminated is the mystery ingredient ? implied volatility
  如果抛却所有这些因素的话，那就只剩下这神秘的组成部分隐含波动率了。
• 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。
• To put this in technical terms , the implied volatility in the option price turns out to be higher than the realised volatility
  用技术语言来说，期权价格的隐含波动性结果都要比实际波动性高。
• 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此为2006年7月25日根据挂?股票之引伸波幅及当时之市况厘定。
• Only rarely , as on february 27th , does the curve “ invert ” so that short - term implied volatility is higher than long - term
  仅在很少情况下，如2月27日，市场曲线发生倒转因此短期隐含波动高于长期隐含波动。
• That has pushed down implied volatilities to multi - year lows , arguably making the assets appear more reassuring than they actually are
  这也使内含的波动降到了多年来的低点，按理也会使资产看起来比实际情况更令人放心。
• In quiet markets , the number of people who want to sell options increases , driving their prices , and thus the level of implied volatility , down
  在市场平静的时候，愿意出售期权的人增加，使它们的价格，也就是隐含波动性的等级下降。
• Implied volatility is calculated from the options and their influence factors such as stock price , strike , time value , interest rate and bonus
  引伸波幅从期权或认股证价格本身配合其他客观影响因素如正股价格、行使价、时间值、利率及派息计算出来。
• 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
  在金融数学里，一个期权和约的隐含波动性是根据期权定价模型由市场价格所暗示的波动性。
• 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
  对处于价外状态的期权而言，投资者已乐意为此支付比那些承保小幅下跌的合约更高的价格（以隐含波动为衡量标准） 。
• 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
  虽然期权市场近期的形势显示全球股票及债券价格的引伸波幅有所下跌，但大家不应因此假设市场风险会减低。
• 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
  当一个人“逆向研究”某个期权价格（将类似于资金的时间价值的因素排除） ，所得到的剩余的因素就被称作隐含波动性，它可以用来描述该资产所适用的不确定性。