-
volatilities are prices: they have been
derived from
actual transactions. Seen in this light, it
should not be
surprising that
implied volatilities might...
- Look up
volatility or
volatile in Wiktionary, the free dictionary.
Volatility or
volatile may
refer to:
Volatility (chemistry), a
measuring tendency of...
- At the same time, the
historical volatility for IBM for the
previous 21 day
period might be 17% (all
volatilities are
expressed in
annualized percentage...
- Two
instruments with
different volatilities may have the same
expected return, but the
instrument with
higher volatility will have
larger swings in values...
-
corresponds to the spot
volatility for that underlying, for the
specific term. A
collection of such
volatilities forms a
volatility term structure, similar...
-
typically not very
volatile.
Ethanol and
dimethyl ether, two
chemicals with the same
formula (C2H6O), have
different volatilities due to the different...
-
Volatile organic compounds (VOCs) are
organic compounds that have a high
vapor pressure at room temperature. They are
common and
exist in a
variety of...
-
volatility is
usually denoted as α {\displaystyle \alpha } .
Relative volatilities are used in the
design of all
types of
distillation processes as well...
-
Chicago Board Options Exchange's CBOE
Volatility Index, a po****r
measure of the
stock market's
expectation of
volatility based on S&P 500
index options. It...
-
volatilities,
calibrating also the term
structure of the smile.
Local volatility models are also
useful in the
formulation of
stochastic volatility models...
