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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク volatility risk premium ： ウィキペディア英語版 volatility risk premium In mathematical finance, the volatility risk premium is a measure of the extra amount investors demand in order to hold a volatile security, above what can be computed based on expected returns. It can be defined as the compensation for inherent volatility risk divided by the volatility beta.〔''Stochastic volatility and the pricing of financial derivatives'' by Antoine Petrus Cornelius van der Ploeg 2006, University of Amsterdam ISBN 90-5170-577-8 page 256〕 ==Bibliography== * ''Options and the Volatility Risk Premium'' by Jared Woodard 2011, Financial Times Press ASIN B004JN0UIQ 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「volatility risk premium」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.