Practically, the application of options implied second moment, implied volatility, is very popular, but the study of implied third moment, skewness, and fourth moment, kurtosis, is seldom.
英
美
- 摘要:實(shí)務(wù)上，選擇權價(jià)格所隱含之二階動(dòng)差（即波動(dòng)率）應用得非常普遍，但有關(guān)所隱含三階動(dòng)差（偏態(tài)）及四階動(dòng)差（峰態(tài)）之研究則較為少見(jiàn)。
