l*******b
发帖数: 9 | |
l*******b
发帖数: 9 | |
i*****e
发帖数: 68 | 3 First of all, it does not seems a 菜鸟的问题. Secondly, those 大牛 might be
out of town: It is weekend anyway.
I can give it a try. But I am not familiar with the Chinese terminology "隐
含波动率". Is it "implied volatility"?
If it is, then 隐含波动率为0 means:
The options are priced based on the assumption that the underlying value
will be constant.
【在 l*******b 的大作中提到】
: 看来菜鸟的问题大牛不屑回答...
|
a**n
发帖数: 3801 | 4 not necessarily constant ba...
just no random component..
be
【在 i*****e 的大作中提到】
: First of all, it does not seems a 菜鸟的问题. Secondly, those 大牛 might be
: out of town: It is weekend anyway.
: I can give it a try. But I am not familiar with the Chinese terminology "隐
: 含波动率". Is it "implied volatility"?
: If it is, then 隐含波动率为0 means:
: The options are priced based on the assumption that the underlying value
: will be constant.
|
A*L
发帖数: 2357 | 5 你说的是price，他说的是option price
not necessarily constant ba...
just no random component..
be
【在 a**n 的大作中提到】
: not necessarily constant ba...
: just no random component..
:
: be
|
i*****e
发帖数: 68 | 6 You are right. Thanks!
【在 a**n 的大作中提到】
: not necessarily constant ba...
: just no random component..
:
: be
|
