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A collection of such volatilities forms a volatility term structure, similar to the yield curve.
en.wikipedia.org To describe these movements in numerical terms, typically requires fitting a model to the observed yield curve with a limited number of parameters.
en.wikipedia.org The yield curve is a graph plotting this relationship.
en.wikipedia.org The idea is that the actual change in the yield curve can be modeled in terms of a sum of such saw-tooth functions.
en.wikipedia.org When the yield curve is inverted, banks are often caught paying more on short-term deposits than they are making on long-term loans.
en.wikipedia.org Cerca nel dizionario
- y-grouping
- Yhvh
- yid
- Yiddish
- yield
- yield curve
- yielded
- yielded to
- yielder
- yield gap
- yield gap ratio