为什么return decrease often cause volatility increase? so-called leverage effect? - Quant版 - 未名存档

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Quant版 - 为什么return decrease often cause volatility increase? so-called leverage effect?

相关主题
● 关于Swaptions　Implied Volatility的问题	● 请教call option elasticity的一个问题
● volatility对binary option价格的影响	● An interview question about straddle
● [合集] a quick option question.	● 求助intern offer选择
● 求教: how to standardize volatility	● 股市资金转移到别的领域？
● 请问SABR model重估计volatility	● 一道概率题
● ask a question	● 一些算法题。
● what's local vol??	● 问编程题若干
● [合集] two probability problems?	● optimization question (转载)

相关话题的讨论汇总
话题: decrease话题: volatility话题: leverage

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l*******3
发帖数: 186

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有人知道市场是怎样运作的，为什么这样发生呢？谢谢

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相关主题
● optimization question (转载)	● 请问SABR model重估计volatility
● 【Greeks】一个面试题	● ask a question
● Why the implied volatility typically decreases after quick upside movement of a stock	● what's local vol??
● 一道面试题 call option 定价	● [合集] two probability problems?
● 关于Swaptions　Implied Volatility的问题	● 请教call option elasticity的一个问题
● volatility对binary option价格的影响	● An interview question about straddle
● [合集] a quick option question.	● 求助intern offer选择
● 求教: how to standardize volatility	● 股市资金转移到别的领域？

相关话题的讨论汇总
话题: decrease话题: volatility话题: leverage

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