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波动率期限结构
释义
波动率期限结构
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理学
证券组合前沿
释
volatility term structure
波动率期限结构
相同执行价格的隐含波动率会随期权剩余期限的不同而产生相应的变化,直观地反映了市场对未来隐含波动率的预期。
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