random volatility

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

• 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

• Random walk hypothesis — The random walk hypothesis is a financial theory stating that stock market prices evolve according to a random walk and thus the prices of the stock market cannot be predicted. It has been described as jibing with the efficient market hypothesis …   Wikipedia

• Stable and tempered stable distributions with volatility clustering - financial applications — Classical financial models which assume homoskedasticity and normality cannot explain stylized phenomena such as skewness, heavy tails, and volatility clustering of the empirical asset returns in finance. In 1963, Benoit Mandelbrot first used the …   Wikipedia

• Stochastic volatility — models are used in the field of quantitative finance to evaluate derivative securities, such as options. The name derives from the models treatment of the underlying security s volatility as a random process, governed by state variables such as… …   Wikipedia

• Local volatility — is a term used in quantitative finance to denote the set of diffusion coefficients, sigma(S T,T), that are consistent with the set of market prices for all option prices on a given underlier. This model is used to calculate values of exotic… …   Wikipedia

• Non-volatile random-access memory — Computer memory types Volatile RAM DRAM (e.g., DDR SDRAM) SRAM In development T RAM Z RAM TTRAM Historical Delay line memory Selectron tube Williams tube Non volatile …   Wikipedia

• Non-volatile random access memory — (NVRAM) is the general name used to describe any type of random access memory which does not lose its information when power is turned off. This is in contrast to the most common forms of random access memory today, DRAM and SRAM, which both… …   Wikipedia

• Stochastic Volatility - SV — A statistical method in mathematical finance in which volatility and codependence between variables is allowed to fluctuate over time rather than remain constant. Stochastic in this sense refers to successive values of a random variable that are… …   Investment dictionary

• Local Volatility — A model used in quantitative finance to calculate the unpredictability of the underlying current asset of a financial derivative. Because of the treatment of the underlying asset price as the sole random variable, local volatility models are not… …   Investment dictionary