implied volatility

İngilizce - Türkçe

implied volatility teriminin İngilizce Türkçe sözlükte anlamı

(Finans) İçsel oynaklık

İngilizce - İngilizce

implied volatility teriminin İngilizce İngilizce sözlükte anlamı

(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

Heceleme

im·plied vol·a·ti·li·ty

Türkçe nasıl söylenir

împlayd välıtîlıti

Telaffuz

/əmˈplīd ˌväləˈtələtē/ /ɪmˈplaɪd ˌvɑːləˈtɪlətiː/