Monday, November 15, 2010

Genital Warts Discolor

the volatility - the source: grant and finance

statistical "standard deviation"; Implied volatility: The volatility is calculated by
models to estimate the price of the options by entering represents the expected volatility. Volatility Skew
:
is the curve that represents the slope of the implied volatility for call and put options
out of the money
of the same maturity, the slope of the curve indicates a negative
greater appreciation of the market towards the put.


Open Interest: number of open contracts on a single
option involves
trade actually took place when the stock market by reference listed has the option and the total number of positions and cumulative

sold and bought for that option


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