negative contract skew

negative contract skew
фин. отрицательное контрактное отклонение (при котором ожидаемая волатильность увеличивается с каждой более низкой ценой исполнения)
See:

Финансовые рынки. Новый англо-русский толковый словарь. - М.: «Экономическая школа».. 2006.

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Смотреть что такое "negative contract skew" в других словарях:

  • Отрицательное контрактное отклонение — контрактное отклонение, при котором ожидаемая волатильность увеличивается с каждой более низкой ценой исполнения. По английски: Negative contract skew См. также: Неустойчивость цен Финансовый словарь Финам …   Финансовый словарь

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