volatility smile01 Graphs showing the implied volatilities of re

来源: marketreflections 于 2011-07-06 20:49:15 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (242 bytes)
回答: top01 www.marketintelligencecenter.com/ 由 marketreflections 于 2011-07-05 17:56:56

Graphs showing the implied volatilities of renminbi put and call options used to have a lop-sided curved shape known as a “smirk”; now they look like a smile, indicating that bearish bets have caught up with bullish ones.

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