มีการเปดเผยขอมูลเปรียบเทียบคาความผันผวนแฝง (implied volatility) กับคาความผันผวนในอดีต (historical volatility) ของใบสําคัญแสดงสิทธิอนุพันธ ที่ไดรับอนุญาตไวบนเว็บไซตของผูไดรับอนุญาตเปนรายวันอย
impacts on the country’s financial system stability and the overall economy as well as potential risks toward the public and business sectors. For example, risk on loss due to price volatility
Frequency Trading (HFT) Regulatory Framework การส่งค าส่ังของ Algo Trading ช่วยลดผลกระทบต่อความผันผวนระยะส้ัน 6 After controlling for long-term volatility, our analysis suggests: • the share of algorithmic
บลจ. BCD (รหัสบรษิัทจัดการ 0123456789) จัดการกองทุน BCD Equity Flexible Hedge Fund ซ่ึงจดทะเบียนเป็นกองทุน UI Fund (เลขทีจ่ดทะเบียน MF1234/2561) มีการใช้กลยุทธ์ Volatility Arbitrage โดยมีการลงทุนใน
payment] ▪ Investors who seek stable returns or capital protection. ▪ Investors who intend to invest solely in fixed income securities with good credit rating, high, liquidity, and low-price volatility as
with good credit rating, high liquidity, and low-price volatility. 4 ▪ has a net exposure in deposit or fixed income securities at any time not less than 80% of the NAV. ▪ in case the fund has net
securities with good credit rating, high, liquidity, and low-price volatility as this CIS is not restricted by investment regulations like those of Money Market Fund. 4 ▪ has a net exposure in deposit or fixed
on financial instruments in the nine month period of 2020 were Baht 224 million, a decrease of 82 percent compared to the nine month period of the previous year, due to the extreme volatility and sharp
C –(N(d1)+(μ−r+0.5σ 2)SΓ) ΔS / WMHC ] – r % t = t0 • According to Wilmott’s suggestion, the volatility should be adjusted and the value of volatility adjustment is σ∗= σ [1 + (0.5σ2) (μ – r) (r – μ
decreased in the last year, caused by the growth of new media, especially online media that reaches the customers by hi-speed transmission of information through movable gadgets which everyone, at present