確率的ボラティリティモデル
1. Stochastic volatilityStochastic volatility models are used in the field of mathematical finance to evaluate derivative securities, such as options. The name derives from the models' treatment of the underlying security's volatility as a random process, governed by state variables such as the price level of the underlying security, the tendency of volatility to revert to some long-run mean value, and the variance of the volatility process itself, among others.
Read “Stochastic volatility” on English Wikipedia
Read “確率的ボラティリティモデル” on Japanese Wikipedia
Read “Stochastic volatility” on DBpedia
Read “Stochastic volatility” on English Wikipedia
Read “確率的ボラティリティモデル” on Japanese Wikipedia
Read “Stochastic volatility” on DBpedia
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