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- Net_volatility abstract "Net volatility refers to the volatility implied by the price of an option spread trade involving two or more options. Essentially, it is the volatility at which the theoretical value of the spread trade matches the price quoted in the market, or, in other words, the implied volatility of the spread.".
- Net_volatility wikiPageID "10604601".
- Net_volatility wikiPageRevisionID "580864129".
- Net_volatility hasPhotoCollection Net_volatility.
- Net_volatility subject Category:Derivatives_(finance).
- Net_volatility subject Category:Options_(finance).
- Net_volatility type Abstraction100002137.
- Net_volatility type Communication100033020.
- Net_volatility type DerivativeInstrument106480506.
- Net_volatility type Document106470073.
- Net_volatility type LegalDocument106479665.
- Net_volatility type Option113241600.
- Net_volatility type Options.
- Net_volatility type Writing106362953.
- Net_volatility type WrittenCommunication106349220.
- Net_volatility comment "Net volatility refers to the volatility implied by the price of an option spread trade involving two or more options. Essentially, it is the volatility at which the theoretical value of the spread trade matches the price quoted in the market, or, in other words, the implied volatility of the spread.".
- Net_volatility label "Net volatility".
- Net_volatility sameAs m.02qj_7d.
- Net_volatility sameAs Q17140614.
- Net_volatility sameAs Q17140614.
- Net_volatility sameAs Net_volatility.
- Net_volatility wasDerivedFrom Net_volatility?oldid=580864129.
- Net_volatility isPrimaryTopicOf Net_volatility.