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
portfolio exposure in another countries and the degree of home bias are the main factors that determined the financial market spillover. However, strong linkages between countries are not necessarily implied
million metric tons, increasing 11.52% consisting of Hot Roll Coil and Sheet (thin gauge) at 0.707 million metric tons, increasing 14.57% and Thick gauge (Plate) at 28.2 thousand metric tons, decreasing
ไดรบัอนุญาต ตองจัดใหมีการเปดเผยขอมูลเพื่อเปรียบเทียบคาความผันผวนแฝง (implied volatility) กับคาความผันผวนในอดีต (historical volatility) บน website ของผูออก DW โดยเปนการเปดเผย อยางตอเนื่อง
prospectus; - continuing disclosure of the implied volatility in comparison to the historical volatility on the website of the DW issuer; - disclosure of a warning statement regarding the gearing ratio, a
knowledge and relevant experience as a means to further gauge investors’ ability to take risks. The new rule will also allow investors to access a more diverse range of products and businesses to gain more
% consisting of thin gauge at 2.50 MT, decreasing 21.69% and Thick gauge at 0.127 MT, decreasing 29.59% compared to the same period of previous year. GJS บริษัท จ ีเจ สตีล จํากดั (มหาชน) G J Steel Public Company
Hot Rolled Steel production in Q2/2017 was at 0.621 million metric tons, increasing 1.31% consisting of thin gauge at 0.592 million metric tons, increasing 8.70% and Thick gauge at 29.8 thousand metric
The Hot Rolled Steel production in Q3/2017 was at 0.814 million metric tons, increasing 18.36% consisting of thin gauge at 0.786 million metric tons, increasing 21.94% and Thick gauge at 28.2 thousand