动差 [
dòng chā]
[统计] moment
- 母体, 随机样本。 样本统计, 样本平均数和变异数的动差。
Populations, random samples. Sample statistics, moments of the sample mean and variance. - 提出了一个将股票收益分布的头四个动差结合起来的三项式期权定价模型。
This paper develops a trinomial option pricing model that incorporates the first four moments of the stock return distribution. - 实务上,选择权价格所隐含之二阶动差(即波动率)应用得非常普遍,但有关所隐含三阶动差(偏态)及四阶动差(峰态)之研究则较为少见。
Practically, the application of options implied second moment, implied volatility, is very popular, but the study of implied third moment, skewness, and fourth moment, kurtosis, is seldom.
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