(ЗУ) volatility

См. также в других словарях:

• Volatility arbitrage — (or vol arb) is a type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlier. The objective is to take advantage of differences between the implied volatility of the option, and a… …   Wikipedia

• Volatility (finance) — Volatility most frequently refers to the standard deviation of the continuously compounded returns of a financial instrument with a specific time horizon. It is often used to quantify the risk of the instrument over that time period. Volatility… …   Wikipedia

• Volatility (chemistry) — Volatility in the context of chemistry, physics and thermodynamics is a measure of the tendency of a substance to vaporize. It has also been defined as a measure of how readily a substance vaporizes. At a given temperature, substances with higher …   Wikipedia

• Volatility — is the measure of the state of instability.*For volatility in chemistry, see Volatility (chemistry) *For volatility in finance, see Volatility (finance) *For the measure comparing the vapor pressures of the components in a liquid mixture of… …   Wikipedia

• Volatility risk — in financial markets is the likelihood of fluctuations in the exchange rate of currencies. Therefore, it is a probability measure of the threat that an exchange rate movement poses to an investor s portfolio in a foreign currency.The volatility… …   Wikipedia

• volatility — index inconsistency Burton s Legal Thesaurus. William C. Burton. 2006 …   Law dictionary

• Volatility Analysis —    Volatility analysis measures the rate of random change in market prices …   Financial and business terms

• volatility — *lightness, light mindedness, levity, frivolity, flippancy, flightiness Analogous words: vivaciousness or vivacity, gaiety, liveliness, animation, sprightliness (see corresponding adjectives at LIVELY): unstableness or instability, mercurialness …   New Dictionary of Synonyms

• Volatility smile — In finance, the volatility smile is a long observed pattern in which at the money options tend to have lower implied volatilities than in or out of the money options. The pattern displays different characteristics for different markets and… …   Wikipedia

• volatility — A measurement of the change in price over a given period. It is often expressed as a percentage and computed as the annualized standard deviation of the percentage change in daily price. Chicago Board of Trade glossary The rate of change in a… …   Financial and business terms

• Volatility — A measure of risk based on the standard deviation of investment fund performance over 3 years. Scale is 1 9; higher rating indicates higher risk. Also, the standard deviation of changes in the logarithm of an asset price, expressed as a yearly… …   Financial and business terms