confusion related to implied vol - 金融分析師

Hedy avatar
By Hedy
at 2012-02-05T16:48

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Puput avatar
By Puput
at 2012-02-09T07:43
謝謝!我一直會去想pc parity才會有這個疑惑! 看來用它來
Yuri avatar
By Yuri
at 2012-02-10T10:26
calibrate market risk-free funding rate似乎不太好
thanks a lot!

confusion related to implied vol

Xanthe avatar
By Xanthe
at 2012-02-05T14:29
沒有仔細看你怎麼算 不過 確實是每個 strike 和 每個 maturity day 的 option 都有不同的 implied vol 通常如果你的 broker 有給你報價的話 每個strike 都是有自己的vol 也都不一樣 不過你不會知道人家怎麼算 因為他就寄給你了.. 你不知道是 hi ...

confusion related to implied vol

Edward Lewis avatar
By Edward Lewis
at 2012-02-05T14:13
I am currently constructing my own option trading strategies and models, while i encountered some problems of implied vols Should implied vols for call an ...

財金（或商科）出路對自己投資理財的實益

Damian avatar
By Damian
at 2012-02-04T14:51
第一次在貴板發文請各位前輩多多指教 當初進大學之時抉擇在法律和商學之間 後來選了商學的原因 除了自身從業上的興趣外 還有個天真的（？）憧憬 即是唸商學院無論是財、會還是管理貿易領域 對自己人生的投資理財上都有一番新視野 至少領到了自己的薪水 消極面能懂得如何在生活上運用不浪費而達成節流 積極的話甚至能自行以 ...

Consequences of Regulation

Doris avatar
By Doris
at 2012-02-01T16:19
http://forecasterror.blogspot.com/2012/02/consequences-of-regulation.html Consequences of Regulation Volcker rule 還沒有正式上路，副作用已經逐漸浮上檯面了。任何管制都不會只達成政 府想要達成 ...

Expired Membership Application

Tom avatar
By Tom
at 2012-01-31T23:11
Our records indicate that you began a membership application in 2010. Please note that this application has expired. Joining CFA Institute as a regular me ...