结果:找到“volatility guide”相关内容23个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
A Guide to Volatility and Variance Swaps
2 个回复 - 1988 次查看
【作者(必填)】Kresimir Demeterfi, Emanuel Derman, Michael Kamal, and Joseph Zou
【文题(必填)】A Guide to Volatility and Variance Swaps
【年份(必填)】The Journal of Derivatives,Summer 1999, Vol. 6, ...
2015-5-25 23:14 - ssylzz - 求助成功区
Lehman Brother Guide to Volatility Skew
2 个回复 - 2035 次查看
Lehman Brother Guide to Volatility Skew:
The variation of the Black volatilities with respect to option strikes, known as the
volatility
skew, represents an intriguing and problematic aspect of th ...
2009-6-28 11:38 - 匿名 - 金融学(理论版)