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
the stock price of Demeter Corporation Public Company Limited (“the “Company”) during the recent period. The Company would like to inform that its business operation remains as usual. There is no
announced a measure for temporary liquidity management by allowing asset management companies to borrow or enter into repurchase agreements at the maximum rate of 30 percent, instead of the usual 10 percent
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
unit holders.Furthermore, SEC will launch an online submission channel for the convenience of the business providers rather than the usual CD submission, as well as a mean to alleviate burdens and the
the face of the usual season weakness, 4Q17 is well on track to deliver strong year-on-year performance in favorable market conditions, mainly due to disruption in PET supply in Europe, the Middle East
- as-usual 10 3.2. Pathway 1: Absolute Performance Threshold Bond issuers have two options to establish compliance with the absolute performance threshold: • Condition 1 – Qualitative Threshold
amended) is less than 15 percent and the total size of transactions in the past 6 months is also less than 15 percent. The transaction is subject to usual regulatory approvals (including approval by the