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- Implied_volatility abstract "In financial mathematics, the implied volatility of an option contract is that value of the volatility of the underlying instrument which, when input in an option pricing model (such as Black–Scholes) will return a theoretical value equal to the current market price of the option. A non-option financial instrument that has embedded optionality, such as an interest rate cap, can also have an implied volatility. Implied volatility, a forward-looking and subjective measure, differs from historical volatility because the latter is calculated from known past returns of a security.".
- Implied_volatility wikiPageExternalLink papers.cfm?abstract_id=1894652.
- Implied_volatility wikiPageExternalLink papers.cfm?abstract_id=1965977.
- Implied_volatility wikiPageExternalLink vol17.pdf.
- Implied_volatility wikiPageExternalLink v5y1981i3p363-381.html.
- Implied_volatility wikiPageExternalLink calculate-implied-volatility-with-the-bisection-method.
- Implied_volatility wikiPageExternalLink impliedvolatility.aspx.
- Implied_volatility wikiPageExternalLink BSOPMSForm.php.
- Implied_volatility wikiPageExternalLink Lognormal.aspx.
- Implied_volatility wikiPageID "253568".
- Implied_volatility wikiPageLength "11118".
- Implied_volatility wikiPageOutDegree "31".
- Implied_volatility wikiPageRevisionID "671887948".
- Implied_volatility wikiPageWikiLink Asymptotic_expansion.
- Implied_volatility wikiPageWikiLink Binomial_options_pricing_model.
- Implied_volatility wikiPageWikiLink Black–Scholes_model.
- Implied_volatility wikiPageWikiLink Brents_method.
- Implied_volatility wikiPageWikiLink Category:Derivatives_(finance).
- Implied_volatility wikiPageWikiLink Category:Mathematical_finance.
- Implied_volatility wikiPageWikiLink Chicago_Board_Options_Exchange.
- Implied_volatility wikiPageWikiLink Delta_neutral.
- Implied_volatility wikiPageWikiLink European_call_option.
- Implied_volatility wikiPageWikiLink Financial_instrument.
- Implied_volatility wikiPageWikiLink Financial_mathematics.
- Implied_volatility wikiPageWikiLink Forward_volatility.
- Implied_volatility wikiPageWikiLink Greeks_(finance).
- Implied_volatility wikiPageWikiLink IVX.
- Implied_volatility wikiPageWikiLink Interest_rate_cap.
- Implied_volatility wikiPageWikiLink Interest_rate_cap_and_floor.
- Implied_volatility wikiPageWikiLink Inverse_function_theorem.
- Implied_volatility wikiPageWikiLink Mathematical_finance.
- Implied_volatility wikiPageWikiLink Monotonic_function.
- Implied_volatility wikiPageWikiLink Monotonically_increasing.
- Implied_volatility wikiPageWikiLink Newtons_method.
- Implied_volatility wikiPageWikiLink Option_(finance).
- Implied_volatility wikiPageWikiLink Option_style.
- Implied_volatility wikiPageWikiLink Risk-free_interest_rate.
- Implied_volatility wikiPageWikiLink Root-finding_algorithm.
- Implied_volatility wikiPageWikiLink Root_finding.
- Implied_volatility wikiPageWikiLink Security_(finance).
- Implied_volatility wikiPageWikiLink Stochastic_volatility.
- Implied_volatility wikiPageWikiLink Underlying.
- Implied_volatility wikiPageWikiLink VIX.
- Implied_volatility wikiPageWikiLink Valuation_of_options.
- Implied_volatility wikiPageWikiLink Volatility_(finance).
- Implied_volatility wikiPageWikiLink Volatility_smile.
- Implied_volatility wikiPageWikiLinkText "Implied volatility".
- Implied_volatility wikiPageWikiLinkText "implied vol".
- Implied_volatility wikiPageWikiLinkText "implied volatilities".
- Implied_volatility wikiPageWikiLinkText "implied volatility".
- Implied_volatility wikiPageWikiLinkText "volatilities implied".
- Implied_volatility hasPhotoCollection Implied_volatility.
- Implied_volatility wikiPageUsesTemplate Template:Citation.
- Implied_volatility wikiPageUsesTemplate Template:Derivatives_market.
- Implied_volatility wikiPageUsesTemplate Template:Reflist.
- Implied_volatility wikiPageUsesTemplate Template:Volatility.
- Implied_volatility subject Category:Derivatives_(finance).
- Implied_volatility subject Category:Mathematical_finance.
- Implied_volatility type Article.
- Implied_volatility type Article.
- Implied_volatility type Field.
- Implied_volatility type Market.
- Implied_volatility type Occupation.
- Implied_volatility comment "In financial mathematics, the implied volatility of an option contract is that value of the volatility of the underlying instrument which, when input in an option pricing model (such as Black–Scholes) will return a theoretical value equal to the current market price of the option. A non-option financial instrument that has embedded optionality, such as an interest rate cap, can also have an implied volatility.".
- Implied_volatility label "Implied volatility".
- Implied_volatility sameAs Implizite_Volatilität.
- Implied_volatility sameAs m.01ll_s.
- Implied_volatility sameAs Biến_động_ngụ_ý.
- Implied_volatility sameAs Q1660345.
- Implied_volatility sameAs Q1660345.
- Implied_volatility sameAs 隱含波動性.
- Implied_volatility wasDerivedFrom Implied_volatility?oldid=671887948.
- Implied_volatility isPrimaryTopicOf Implied_volatility.