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
of Clustered Data Thai investors are classified into three clusters using investment proportions (Proportions of their money allocated to each investment type) Cash Holder 444 20% Old-Fashioned 1,573
. Board Resolution Date 9th November 2018 Transaction Type Selling old machinery Transaction Details Subsidiary company (River Kwai Co., Ltd) by the resolution of the board of director’s meeting approved to
]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
cause the actual results, performance or achievements of the Company to be materially different from the future results, performance or achievements expressed or implied by such forward-looking statements
cause the actual results, performance or achievements of the Company to be materially different from the future results, performance or achievements expressed or implied by such forward-looking statements
fibre footprints in new areas and urge customers to replace the old ADSL technology with new FTTH. Operational Summary In 3Q17 AIS continued to focus on postpaid segment which resulted in a net addition
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
allocated to each investment type e.g. cash deposit, stock market, real estate, gold, TFEX, and T-bond) as clustering variables. Three investor clusters are uncovered, namely, cash holders, old-fashioned