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
Centre (SBPAC). This is to encourage Thai people of Chinese descent in such provinces to celebrate Chinese New Year similar to Thai Buddhist and Muslims in case of traditional and religious holiday
ไดรบัอนุญาต ตองจัดใหมีการเปดเผยขอมูลเพื่อเปรียบเทียบคาความผันผวนแฝง (implied volatility) กับคาความผันผวนในอดีต (historical volatility) บน website ของผูออก DW โดยเปนการเปดเผย อยางตอเนื่อง
that Japanese industrial users have traditional long-holiday in Q’4 and many industrial users speed up the production in Q’3 every year. These could not be fully offset by an increase in demand of
(Traditional Thai Food, Snack and Frozen) recorded its revenue of Baht 359.5 million which 1.2% increased from Q2/2016 or in Baht 4.4 million. - Seafood business recorded its revenue of Baht 235.8 million which
(YoY). Please find the details of sales growth by business units as follows: - Processed meat business (Traditional Thai Food, Snack and Frozen) recorded its revenue of Baht 354.5 million that 4.5
4.7%. Please find the details of sales growth by business units as follows: - Processed meat business (Traditional Thai Food, Snack and Frozen) recorded its revenue of Baht 1,512.7 Million that 6.6
20.5 Million, or 3.1%. Please find the details of sales growth by business units as follows: - Processed meat business (Traditional Thai Food, Snack and Frozen) recorded its revenue of Baht 366.7 Million
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