英语翻译The volatility parameter can be estimated either from historical data (historical volatility) or implied from the price of European options (implied volatility).In the first case,the length of the time series,the frequency and the estimat

来源:学生作业帮助网 编辑:作业帮 时间:2024/11/16 01:27:31

英语翻译The volatility parameter can be estimated either from historical data (historical volatility) or implied from the price of European options (implied volatility).In the first case,the length of the time series,the frequency and the estimat
英语翻译
The volatility parameter can be estimated either from historical data (historical volatility) or implied from the price of European options (implied volatility).In the first case,the length of the time series,the frequency and the estimation methodology may lead to different estimates.In the second case,as options differ in strike price,time to expiration and option type (call or put),which option class yields implied volatilities that are most representative of the markets’ volatility expectations,is still an open debate.Various papers have examined the predictive power of implied volatility extracted from different option classes.Christensen and Prabhala [3] examine the relation between implied and realized volatility on S&P100 options.They found that at the money calls are good predictors of future realized volatility.Christensen and Strunk [4] consider the relation between implied and realized volatility on the S&P100 options.

英语翻译The volatility parameter can be estimated either from historical data (historical volatility) or implied from the price of European options (implied volatility).In the first case,the length of the time series,the frequency and the estimat
本文旨在价格是美国的方案在多期二项式模型认为,当存在不确定性的
波动性的资产.美式期权估价通常是根据风险中性估值模式,
利用数值程序如二项式期权定价模型的考克斯等人. [ J.C.考克斯,美国罗斯,
由鲁宾斯坦,期权定价,简化方法,金融经济学杂志7 ( 1979 ) 229-263 ] .的关键投入
在多期二项式模型的波动性资产,这是一个不可观察参数.因为它是硬
提供一个确切估计的波动,在本文中,我们使用的可能性,以便分配的不确定性模型
关于波动.可能性分布是最流行的数学工具来建立模型的不确定性.

英语翻译The volatility parameter can be estimated either from historical data (historical volatility) or implied from the price of European options (implied volatility).In the first case,the length of the time series,the frequency and the estimat 英语翻译the freight rate volatility in logarithm (ht) is defined as the one-step ahead conditional volatility of freight rate from an AR-GARCH model, 英语翻译To cope with volatility and risks,negotiators should be prepared with advice from experts on the probability of economic and political risks in the target country.Armed with valid and reliable information on the most likely economic and p 英语翻译previous one-year rolling daily return volatility 英语翻译It will be a shortened trading week with US traders off for the Independence Day Holiday,but that does not mean that there will not be volatility. 英语翻译The most distinct property of electricity is its volatility.Volatility is the measure of change in the price of electricity over a given period of time.It is often expressed as a percentage and computed as the annualized standard deviatio 英语翻译Volatility has ripped through the financial markets with the Dow Jones Industrial Average plunging 344 points and the US dollar surging to a year to date high against the Euro. 英语翻译Indeed,for assets and liabilities held to maturity,the resulting volatility from the introduction of increased fair values is purely artificial and ultimately misleading given that,irrespective of the interim fluctuations,the values will 请教在这个上下文中volatility的意思In simple terms,China favours tight controls of the economy whereas the US prefers free market solutions,hence the volatility here,he says.这里的volatility是什么意思? The upheaval is blamed for recent stock market volatility across the globe. high volatility是什么意思 请问volatility spillovers是什么意思? financial market volatility是什么意思? price volatility是什么意思 stock price volatility是什么意思 英语翻译it is true that volatility of any crop is as sensitive to the weather as is the quality of the air we breathe.这句是指:作物产量对天气的依赖如同人对空气质量的依赖,还是作物产量对天气的依赖如同空气 请将以下英文翻译成中文 感激不尽! 谢绝电脑直翻The most distinct property of electricity is its volatility. Volatility is the measure of change in the price of electricity over a given period of time. It is often expressed as a per volatility和variance的区别是什么