firms Unlike the other Greeks, implied volatility was unknown. 6 t Implied volatility Realized volatility t + 1 • It was calculated by reverse engineer process from the option price at time t. • Implied
]St0 HC = Ct1−[Delta]St1 DeltaBS = f ( St0, K, T, r, σ ) Historical statistic : Standard deviation Implied statistic : Min ∑ (Cmarket – C theoretical) 2 DeltaWM = f ( St0, K, T, r, μ, σ* ) σ* = f (r, μ
subscribers. However, the scale of overall subsidized campaigns has been controlled. Pricing environment has been stable and slightly improved on the high-end segment after a raise in minimum ARPU of unlimited
consumer spending, industry continued to offer value- for- money mobile data to attract customers. Mobile ARPU continued to be pressured by unlimited data plan; albeit some initiated effort to raise price
ไดรบัอนุญาต ตองจัดใหมีการเปดเผยขอมูลเพื่อเปรียบเทียบคาความผันผวนแฝง (implied volatility) กับคาความผันผวนในอดีต (historical volatility) บน website ของผูออก DW โดยเปนการเปดเผย อยางตอเนื่อง
) that were converted to equity by August 2017. This allowed the Company to raise $ 452 million to strengthen its balance sheet. As a post-period update, the major shareholder in IVL also partially
) that were converted to equity by August 2017. This allowed the Company to raise $ 452 million to strengthen its balance sheet. As a post-period update, the major shareholder in IVL also partially
Interpretation • [All] One-standard deviation increase in paper loss would raise risk-taking by 13.79% • [Low-Risk Group] One-standard deviation increase in paper loss would raise risk- taking by 10.49% • [High
ICO, the SEC would like to further raise the following issues for public consultation. Please note that our public consultation will be extended to December 15, 2017. To send your comments and
the company still has total of 1,045 MW capacity in the pipeline with the SCOD by 2025 which would raise total capacity by 48% to 3,245 MW by 2025 (based on committed projects and their SCOD). SPP