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【Python 金融】python for finance：讲义+代码
0 个回复 - 1238 次查看【Python 金融】python for finance：讲义+代码 Python for Finance code 1. Introduction and Installation of Python. pd 2. Using Python as an Ordinary Calculator pdf 3. Using python as a Financi ...2021-8-12 11:39 - Tiger-like - 现金交易版

Asymmetric relationship between implied volatility, index returns and trading vo
1 个回复 - 278 次查看【作者(必填)】 23 【文题(必填)】 Asymmetric relationship between implied volatility, index returns and trading volume: an application of quantile regression model【年份(必填)】 23 【全文链接或数据 ...2022-12-21 09:59 - internet.hzx - 求助成功区

From Martingales to ANOVA : implied and realized volatility
7 个回复 - 1109 次查看【作者(必填)】Zhang lan 【文题(必填)】From Martingales to ANOVA : implied and realized volatility[/backcolor] 【年份(必填)】2001 【全文链接或数据库名称(选填)】PHD Thesis -University of Chicag ...2019-6-1 16:16 - jiandong4388 - 求助成功区

An inverted U-shaped crude oil price return-implied volatility relationship
2 个回复 - 525 次查看【作者(必填)】 2323 【文题(必填)】 An inverted U-shaped crude oil price return-implied volatility relationship【年份(必填)】 233 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/scienc ...2021-6-18 19:25 - internet.hzx - 求助成功区

The asymmetric relationship between returns and implied volatility: Evidence fro
1 个回复 - 432 次查看【作者(必填)】 23 【文题(必填)】 The asymmetric relationship between returns and implied volatility: Evidence from global stock markets【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www. ...2020-1-10 00:49 - internet.hzx - 求助成功区

The Information Content of Intraday Implied Volatility for Volatility Forecastin
2 个回复 - 358 次查看【作者(必填)】Yaw‐Huei Wang[/backcolor] Yun‐Yi Wang[/backcolor] 【文题(必填)】The Information Content of Intraday Implied Volatility for Volatility Forecasting 【年份(必填)】2015 【全文链 ...2019-8-29 20:16 - hnhs100 - 求助成功区

Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility,
2 个回复 - 718 次查看【作者(必填)】Dimos S. Kambouroudis[/backcolor] David G. McMillan[/backcolor] Katerina Tsakou[/backcolor] 【文题(必填)】Forecasting Stock Return Volatility: A Comparison of GARCH, Implied V ...2019-8-30 22:32 - hnhs100 - 求助成功区

The Information Content of Intraday Implied Volatility for Volatility Forecastin
2 个回复 - 444 次查看【作者(必填)】Yaw‐Huei Wang[/backcolor] Yun‐Yi Wang[/backcolor] 【文题(必填)】The Information Content of Intraday Implied Volatility for Volatility Forecasting 【年份(必填)】2015 【全文链 ...2019-8-25 19:00 - hnhs100 - 求助成功区

Forecasting stock market volatility and information content of implied volatilit
2 个回复 - 429 次查看【作者(必填)】Pratap Chandra Pati[/backcolor] 【文题(必填)】Forecasting stock market volatility and information content of implied volatility index 【年份(必填)】2018 【全文链接或数据库名称 ...2019-8-25 18:57 - hnhs100 - 求助成功区

2017 Oil Prices Implied Volatility or Direction Which Matters More to Financial
2 个回复 - 700 次查看 2017 Oil Prices Implied Volatility or Direction Which Matters More to Financial Markets 30页2018-11-23 22:58 - zlghs - 行业分析报告

Stochastic Implied Volatility: A Factor-Based Model (Lecture Notes in Economics
3 个回复 - 2450 次查看 This monograph is based on my Ph.D. thesis, which was accepted in Jan- uary 2004 by the faculty of economics at the University of Augsburg. It is a great pleasure to thank my supervisor, Prof. Dr. Man ...2015-7-5 22:08 - nelsoncwlee - 金融学（理论版）

【学习笔记】Python金融大数据分析，第三章今日学习笔记：implied volatility ...
3 个回复 - 953 次查看 Python金融大数据分析，第三章今日学习笔记：implied volatility计算绘图2020-1-1 17:23 - beherrscher - Forum

求助JOBF:Can implied volatility predict returns on the currency carry trade
1 个回复 - 414 次查看【作者(必填)】 Tom Egbers[/backcolor] [/backcolor]Laurens Swinkels[/backcolor] 【文题(必填)】 Can implied volatility predict returns on the currency carry trade 【年份(必填)】 2015 【全文链接或 ...2019-10-31 10:06 - cooper56 - 求助成功区

关于期权市场implied volatility的问题
3 个回复 - 2302 次查看请问option market中，为什么implied volatility会有高于或低于realised volatility很多的情况出现？能不能举一个例子说明一下？还有一个问题是，在一个大型经济数据的公告发布之前和之后，会对implied volatili ...2018-10-15 20:33 - Moesoon - 爱问频道

implied volatility surface from OptionMetrics
0 个回复 - 1319 次查看我需要一个implied volatiity surface的 sample，但我没有OptionMetrics的 access，可以有人帮我下载这个data么？价钱好说，谢谢。2018-4-23 04:23 - xlnzw - 金融工程（数量金融）与金融衍生品

Trading Implied Volatility - An Introducti - Simon Gleadall
2 个回复 - 1325 次查看 Trading Implied Volatility - An Introducti - Simon Gleadall2018-1-12 19:58 - n4231 - 金融学（理论版）

求助一道关于期权的问题，涉及delta,implied volatility. 求助大神
1 个回复 - 1139 次查看铂6个月期权的 implied volatility如图（左边是low delta看跌期权，中间是ATM看跌期权，右边是low delta看涨期权）问题是：在6个月之后，有10%的概率铂的价格可以上升百分之多少或更多？要具体的思路和解题过程。急等 ...2017-10-18 09:57 - flyingshrimp - 金融学（理论版）

A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew
1 个回复 - 526 次查看【作者(必填)】 Matthias R. Fengler Helmut Herwartz Christian Werner 【文题(必填)】 A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew【年份(必填)】 2012 【全文链接或数 ...2017-7-18 18:10 - internet.hzx - 求助成功区

布莱克bs模型反推implied volatility 高价求解题
4 个回复 - 2312 次查看算出来了2017-5-12 00:12 - sandyshirly - 金融工程（数量金融）与金融衍生品

LEFT-WING ASYMPTOTICS OF THE IMPLIED VOLATILITY IN THE PRESENCE OF ATOMS
1 个回复 - 614 次查看【作者(必填)】ARCHIL GULISASHVILI 【文题(必填)】LEFT-WING ASYMPTOTICS OF THE IMPLIED VOLATILITY IN THE PRESENCE OF ATOMS[/backcolor] 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://ww ...2017-4-5 15:14 - Bumboo - 求助成功区

modeling implied volatility surface
2 个回复 - 1750 次查看 2016-12-27 01:29 - mathsrule - 金融工程（数量金融）与金融衍生品

Exploring Return Dynamics via Corridor Implied Volatility
1 个回复 - 685 次查看【作者(必填)】Torben G. Andersen 【文题(必填)】Exploring Return Dynamics via Corridor Implied Volatility 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/content/e ...2016-12-5 16:29 - hnhs100 - 求助成功区

At the money implied volatility for caplet???200金币悬赏！！！急急急
2 个回复 - 2935 次查看各位大神好，我目前准备做SABR model的calibration，我在bloomberg上面找到了利率期权cap的数据，但是上面的ATM的数据给出的implied volatility和strike是不能用于calibration的，因为ATM cap的strike是forward swap ...2015-7-16 04:44 - Володя - 经济金融数学专区

如何使用MATLAB计算期权的Implied Volatility
1 个回复 - 2954 次查看如果不使用blsimpv函数，使用Black-Scholes模型估算。。。2015-11-14 04:58 - AKBINGO - MATLAB等数学软件专版

A General Asymptotic Implied Volatility for Stochastic Volatility Models
0 个回复 - 864 次查看 In this paper, we derive a general asymptotic implied volatility atthe first-order for any stochastic volatility model using the heat kernel expansionon a Riemann manifold endowed with an Abelian conn ...2016-9-14 03:53 - standatw - 灌水吧

美式期权implied volatility 计算程序提示错误，如何修改呢，多谢大家
1 个回复 - 3112 次查看各位大大好，我是刚刚开始学习matlab的菜鸟一只，在使用bisection method 计算美式期权的implied volatility时程序总是显示出错，美式期权的计算式要求用binomial tree计算的，请各位高手帮忙看一下程序~ function ...2012-3-10 20:04 - vivisays - MATLAB等数学软件专版

Implied volatility:statics,dynamics, and probabilistic interpretation
5 个回复 - 819 次查看【作者(必填)】Lee, R. 【文题(必填)】Implied volatility:statics,dynamics,and probabilistic interpretation 【年份(必填)】2005 【全文链接或数据库名称(选填)】Recent Advances in Applied Probabilit ...2016-2-13 12:31 - Bumboo - 求助成功区

Arbitrage-free smoothing of the implied volatility surface
1 个回复 - 1180 次查看【作者(必填)】Matthias R. Fenglera* 【文题(必填)】Arbitrage-free smoothing of the implied volatility surface 【年份(必填)】 Published online: 09 Jun 2009 【全文链接或数据库名称(选填)】 h ...2016-1-18 18:12 - carvel - 求助成功区

【springer】Implied Volatility: Theory and Empirical Method
1 个回复 - 714 次查看【作者(必填)】 [*]Cheng-Few Leecflee@business.rutgers.edu[/email]] [*], Tzu Tai 【文题(必填)】 Implied Volatility: Theory and Empirical Method 【年份(必填)】 2014 【全文链接或数据库名称(选填 ...2015-12-14 17:45 - bkjg - 求助成功区

Implied Volatility:statics,dynamics and probabilistic interpretation
3 个回复 - 940 次查看【作者(必填)】Lee,R 【文题(必填)】Implied Volatility:statics,dynamics and probabilistic interpretation 【年份(必填)】2004 【全文链接或数据库名称(选填)】Recent Advances in Applied Probability, ...2015-11-23 18:10 - Bumboo - 文献求助专区

implied volatility
0 个回复 - 1058 次查看 2015-5-10 06:19 - eriswww - 金融学（理论版）

Asymptotics of Implied Volatility to Arbitrary Order 2014
0 个回复 - 1423 次查看 Kun Gao ·Roger Lee - Asymptotics of Implied Volatility to Arbitrary Order 20142015-4-12 09:11 - liuyuchun-cumt - 金融工程（数量金融）与金融衍生品

Implied Volatility of Oil Futures Options Surrounding OPEC Meetings
1 个回复 - 682 次查看【作者(必填)】 [*]Stephen M. Horan, Jeffrey H. Peterson, and James Mahar 【文题(必填)】Implied Volatility of Oil Futures Options Surrounding OPEC Meetings 【年份(必填)】2004 【全文链接或数据库 ...2014-12-12 11:22 - jqwxnjq - 求助成功区

求论文：Arbitrage bounds of the implied volatility strike and term structures of
7 个回复 - 1746 次查看 Arbitrage bounds of the implied volatility strike and term structures of European-style options by Hrady M Hodges2014-5-19 21:09 - carvel - 悬赏大厅

关于Manuel Ammann的relative implied-volatility arbitrage with index options确定
0 个回复 - 1407 次查看文章通过标的指数的收益率建立OLS回归，然后以此确定波动率之间的关系，即隐含波动率之间的关系。为何不直接通过at-the-money期权计算出隐含波动率，然后将这对隐含波动率做OLS回归，按与文章相同的办法算出系数的上 ...2014-7-24 17:11 - lijiesong - 爱问频道

请教一下关于option implied volatility的问题
5 个回复 - 2972 次查看图片好小，不知道大家能不能看清，我把它也放在附件里了，我想问的是，为什么在strike price = 14 的时候，IV忽然从50多变成70多，然后才开始下降，这种情况怎么解释呢？morningstar 给出的IV的解释中有一句话是 t ...2012-9-25 12:13 - 劫匪猫 - 投资人（实务版）

请问implied volatility的sticky strike和sticky moneyness
4 个回复 - 6362 次查看如题，请问这两个变化怎么理解，进一步问，这两个变化的关系是怎样的？2014-1-19 23:35 - wjve - CFA、CVA、FRM等金融考证论坛

investor's heterogeneity and implied volatility smiles
9 个回复 - 913 次查看【作者(必填)】tao li 【文题(必填)】 investor's heterogeneity and implied volatility smiles 【年份(必填)】【全文链接或数据库名称(选填)】management science 请不要传一些working paper 谢谢2014-1-6 08:25 - lk1966mail - 求助成功区

Investors' Heterogeneity and Implied Volatility Smiles
1 个回复 - 841 次查看【作者(必填)】Tao Li 【文题(必填)】 Investors' Heterogeneity and Implied Volatility Smiles 【年份(必填)】2013 【全文链接或数据库名称(选填)】Management Science. 请不要传working paper 谢谢了2014-1-6 09:27 - lk1966mail - 求助成功区

Black-scholes implied volatility calculator (more detail data provided)For free!
2 个回复 - 2282 次查看 Hi Folks, Here's the implied volatility calculator, provide more detail data and chart! Regards Robert ...2013-5-7 13:49 - baoyuwei - 金融工程（数量金融）与金融衍生品

Very Accurate Implied Volatility Calculation Model
7 个回复 - 3091 次查看 Hi AlL, this file is for implied volatility calculation. The yellow area is for user to input parameters.Full source code disclosed. Also, the precision for implied volatility is very high in this fi ...2010-8-2 23:08 - selenaH - 金融工程（数量金融）与金融衍生品

OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL†
1 个回复 - 791 次查看多谢各位大侠!! 【作者(必填)】Eric Renault1, Nizar Touzi2 【文题(必填)】OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL† 【年份(必填)】1996 【全文链接或数据库 ...2013-5-1 14:43 - mcsyky - 求助成功区

Implied Volatility Smirks 是什么意思？
2 个回复 - 3341 次查看请问Implied Volatility Smirks是什么意思？2013-4-17 22:46 - accountingpe - 金融学（理论版）

The information content of model-free implied volatility spread
7 个回复 - 1634 次查看跪求The information content of model-free implied volatility spread S Chen - 2009 - thesis.lib.ncu.edu.tw 有下载者可以设置五个论坛币，我会购买，谢谢！2011-3-4 12:37 - sqq19860225 - 求助成功区

Is implied volatility information useful to explain stock return
5 个回复 - 2493 次查看 Is implied volatility information  useful to explain stock return? [此贴子已经被作者于2009-4-29 23:39:03编辑过]2009-4-29 23:35 - linfengchen - 金融工程（数量金融）与金融衍生品

Semiparametric Modeling of Implied Volatility
0 个回复 - 2051 次查看 Semiparametric Modeling of Implied Volatility (Springer Finance) <IMG src="http://ec1.images-amazon.com/images/I/51kklWAF8uL. ...2007-6-4 13:11 - zhushiyou - 宏观经济学

The information content of model-free implied volatility spread
4 个回复 - 2299 次查看 The information content of model-free implied volatility spread S Chen - 2009 - thesis.lib.ncu.edu.tw 有下载到的可以设置五个论坛币，我会购买，谢谢！2011-3-5 11:40 - sqq19860225 - 文献求助专区

The Information Content of Option-Implied Volatility
0 个回复 - 1522 次查看 The Information Content of Option-Implied Volatility2009-12-19 22:47 - fushengbin - 论文版

What is implied by implied volatility
1 个回复 - 2181 次查看 2009-4-20 15:40 - 矿主 - 金融工程（数量金融）与金融衍生品

请教sas计算股票期权implied volatility的程序
1 个回复 - 4030 次查看有谁知道怎么用sas做股票期权的隐含波动率的图像具体就是期权在同一时间的行权价格与隐含波动率的图像，任何一只股票都可以应该是向右下倾斜的一条曲线，横轴是strikr price ;纵轴是implied volatility2008-3-19 23:43 - 半生回忆 - SAS专版

Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency V...
0 个回复 - 336 次查看 2004-11-15 00:57 - 增速472 - Forum

Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX
0 个回复 - 160 次查看 2004-11-14 16:32 - 行政伦理266 - Forum

Latent Integrated Stochastic Volatility, Realized Volatility, and Implied V...
0 个回复 - 576 次查看 2004-11-3 11:55 - 去杠杆666 - Forum

The Forecast Performance of Competing Implied Volatility Measures: The Case...
0 个回复 - 189 次查看 2004-10-31 13:49 - wenO6ZTcp8ct6 - Forum

The Forecast Performance of Competing Implied Volatility Measures: The Case...
0 个回复 - 508 次查看 2004-10-30 15:46 - 语言学专业366 - Forum

Construction and Interpretation of Model-Free Implied Volatility
0 个回复 - 336 次查看 2004-8-8 19:34 - 李嘉图441 - Forum

The Role of Implied Volatility in Forecasting Future Realized Volatility an...
0 个回复 - 387 次查看 2004-7-29 15:12 - 论语与算盘448 - Forum

The Role of Implied Volatility in Forecasting Future Realized Volatility an...
0 个回复 - 265 次查看 2004-7-22 16:15 - 边际收益704 - Forum

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