implicit+volatility

См. также в других словарях:

• Volatility smile — In finance, the volatility smile is a long observed pattern in which at the money options tend to have lower implied volatilities than in or out of the money options. The pattern displays different characteristics for different markets and… …   Wikipedia

• Подразумеваемая волатильность — (IMPLIED (или IMPLICIT) VOLATILITY) риск по данному активу, выводимый из модели ценообразования опциона в предположении, что опцион на этот актив правильно оценен на рынке …   Финансовый глоссарий

• Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …   Wikipedia

• Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income …   Wikipedia

• Government debt — Public Finance A series on Government …   Wikipedia

• Leverage (finance) — In finance, leverage (sometimes referred to as gearing in the United Kingdom) is a general term for any technique to multiply gains and losses.[1] Common ways to attain leverage are borrowing money, buying fixed assets and using derivatives.[2]… …   Wikipedia

• Sanford Grossman — Sanford Jay Grossman, auch Sandy Grossman genannt (* 21. Juli 1953 in Brooklyn, New York City), ist ein US amerikanischer Wirtschaftswissenschaftler und Finanzberater. Inhaltsverzeichnis 1 Leben und Wirken 2 Auszeichnungen 3 Mitgliedschaften …   Deutsch Wikipedia

• Hegel, spirit, and politics — Leo Rauch Hegel’s impact on political thought has been immense giving shape to the major political movements of the modern world. Yet the person of average education is hardly familiar with the name, which is usually identified with a small… …   History of philosophy

• Mathematical finance — is a field of applied mathematics, concerned with financial markets. The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will… …   Wikipedia

• Margin (finance) — For the 2011 film, see Margin Call. In finance, a margin is collateral that the holder of a financial instrument has to deposit to cover some or all of the credit risk of their counterparty (most often their broker or an exchange). This risk can… …   Wikipedia

• Net capital rule — The uniform net capital rule is a rule created by the U.S. Securities and Exchange Commission ( SEC ) in 1975 to regulate directly the ability of broker dealers to meet their financial obligations to customers and other creditors.[1] Broker… …   Wikipedia