查询词典 volatility

Finally, opportunism is found to play a mediating role in the relationship between environmental volatility and joint venture performance.

如果合资企业依赖东道国的环境，这种相关性表现的更强，但如果合资企业在快速增长的产业经营，这种相关性会表现的较弱。

Optimal consumption and investment ; stochastic volatility ; stochastic optimal control ; value function

最优消费和投资；随机方差；随机最优控制；值函数

They are only useful for options traders because volatility is a key factor in option pricing.

它们仅仅对期权交易者有用，因为期权的价格波动很大。

First of all, the valuation errors in TXO of the BS-IV model are the smallest among all volatility models. In the whole, the BS-IVmodel underprices the market value, BS-HV, BS-EV（EGARCH（1,1））and Ad hoc BS model overprice the market value respectively. Next, there exist the linear relationships between the valuation errors and moneyness in TXO mostly. At last, in view of hedging errors, the other thing being equal, the shorter is the maturity, the smaller is the hedging error.

本文的实证发现，在评价误差方面，整体而言，隐含波动性模型对买权及卖权的评价误差最小，隐含波动性模型之理论价格低估了市场价格；而历史波动性模型、EGARCH（1，1）模型及平滑后的历史波动性模型之理论价格则大多高估了市场价格；接著，在评价误差与金融特性关系方面，各波动性模型之评价误差与价内价外程度、股价指数报酬率、股价指数波动性、距到期日及无风险利率等因素，大多具有显著的线性关系。

In chapter 3, the author studies the parametric estimation of basic stochastic volatility model.

第三章，研究了基本随机波动模型的参数估计问题。

One wealth manager that does more than most to measure hedge fund volatility and diversify risk is Pictet Private Bank.

在测量对冲基金的波动性和多元性方面，皮克蒂特私人银行做得比很多其它财富管理机构都要多。

A bond portfolio's volatility may be 5 per cent, and Pleiad's may be 4 per cent, but with hedge funds there is the risk of a blow-up.

一个债券投资组合的波动性可能是5%，而Pleiad的波动性可能为4%，但对冲基金有着崩溃的风险。

Its Pleiad fund is a multi-strategy fund of hedge funds whose investment objective is to achieve a net return of 200 to 300 basis points over Libor – but with low volatility and limited correlation to traditional asset classes.

它的Pleiad 基金是一只多策略对冲基金的基金，投资目标是在低波动性、与传统资产级别相关性较低的情况下，达到高于伦敦银行同业拆借利率 200至300基点的净回报率。

Portillo: Given the current volatility of the markets, I think the efficient market hypothethis is a bit cheeky right now.

男主角给第四个问题的答案：就目前市场的波动而言，我认为效率市场假说稍嫌大胆。

Various papers have examined the predictive power of implied volatility extracted from different option classes.

审查各种文件，这些文件的预测能力隐含波动率从不同的选择课程。

The system can be widely used in belt weighing and batching process control,etc.

介绍了基于智能模糊控制的嵌入式配料系统的设计方法，对模糊PID控制过程和系统调零作了重点的讨论，同时给出了PID控制的程序流程图和系统定长调零子程序。

"I dunno," she answered,"but if you show me aroun', I'll recognize it from the lighthouse just outside the porthole."

"我不知道，"她回答说，"如果你能带我转转，我能认出来的，因为灯塔就在舷窗外。"