结果:找到“volatility smile”相关内容21个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
The Volatility Smile (Wiley Finance)
6 个回复 - 4913 次查看
The Volatility Smile (Wiley Finance)by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor)
The Volatility SmileThe Black-Scholes-Merton option model was th ...
2017-11-9 15:33 - nelsoncwlee - 金融学(理论版)
volatility smile问题
10 个回复 - 5609 次查看
95.With all other things being equal,a risk monitoring system that assumes constant
volatility for equity returns will understate the implied
volatility for which of the following positions by the lar ...
2009-11-17 17:04 - lkmguozili - CFA、CVA、FRM等金融考证论坛
请教volatility smile (Skew)
7 个回复 - 5340 次查看
请教如何计算equity index option
volatility smile (Skew).
方法越简单越好,不要求精确approximate,最好能避免使用不同strike option的价格,免得还要去下载太麻烦了. 最好是通过结合delta gamma能计算出来
2007-1-16 01:24 - glenn001 - 金融学(理论版)