implied volatility

Englisch - Türkisch

Definition von implied volatility im Englisch Türkisch wörterbuch

(Finans) İçsel oynaklık

Englisch - Englisch

Definition von implied volatility im Englisch Englisch wörterbuch

(Finans) In financial mathematics, the implied volatility of an option contract is the volatility implied by the market price of the option based on an option pricing model. In other words, it is the volatility that, when used in a particular pricing model, yields a theoretical value for the option equal to the current market price of that option. Non-option financial instruments that have embedded optionality, such as an interest rate cap, can also have an implied volatility. Implied volatility, a forward-looking measure, differs from historical volatility because the latter is calculated from known past returns of a security

Silbentrennung

im·plied vol·a·ti·li·ty

Türkische aussprache

împlayd välıtîlıti

Aussprache

/əmˈplīd ˌväləˈtələtē/ /ɪmˈplaɪd ˌvɑːləˈtɪlətiː/