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词汇
volatility
释义
volatility
易变性
分析证券价值相对於市场变动性的一项衡量方法。其指标是资产价格年变动率的标准差(standard deviation)。易变性是选择权公式上的一个变数,此变数的单位乃为易变性的平方乘以距离选择权到期日之期间,故纯粹是一个数字。
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