- volatilities
- Летучести
Большой англо-русский и русско-английский словарь. 2001.
volatilities
Смотреть что такое "volatilities" в других словарях:
volatilities — vol·a·til·i·ty || ‚vÉ‘lÉ™ tɪlÉ™tɪ /‚vÉ’l n. state of threatening to explode; fickleness; characteristic of memory which requires a constant electrical supply in order to keep the data from being erased (Computers) … English contemporary dictionary
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
Implied volatility — In financial mathematics, the implied volatility of an option contract is the volatility implied by the market price of the option based on an option pricing model. In other words, it is the volatility that, given a particular pricing model,… … Wikipedia
Interest rate cap and floor — Interest rate c An interest rate cap is a derivative in which the buyer receives payments at the end of each period in which the interest rate exceeds the agreed strike price. An example of a cap would be an agreement to receive a payment for… … Wikipedia
Relative volatility — is a measure comparing the vapor pressures of the components in a liquid mixture of chemicals. This quantity is widely used in designing large industrial distillation processes.cite book|author=Kister, Henry Z.|title=Distillation… … Wikipedia
Black–Scholes — The Black–Scholes model (pronounced /ˌblæk ˈʃoʊlz/[1]) is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European … Wikipedia
Statistical finance — Statistical finance, [ J P Bouchaud, An introduction to Statistical Finance, Physica A 313 (2002) 238 251] sometimes called econophysics, [ V. Perou, E. Gopikrishnan, L A Amaral, M. Meyer, H. E. Stanley, Phys. Rev. E 60 6519 (1999)] is an… … Wikipedia
chemoreception — chemoreceptive /kee moh ri sep tiv, kem oh /, adj. /kee moh ri sep sheuhn, kem oh /, n. the physiological response to chemical stimuli. [1915 20; CHEMO + RECEPTION] * * * Sensory process by which organisms respond to external chemical stimuli, by … Universalium
Margrabe's formula — In mathematical finance, Margrabe s formula is an option pricing formula. It applies to an option to exchange one risky asset for another risky asset at maturity. Suppose S1(t) and S2(t) are the prices of two risky assets at time t, and that each … Wikipedia
PnL Explained — also called P L Explain, P L Attribution or Profit and Loss Explained is a type of report commonly used by traders, especially derivatives (swaps and options) traders, that attributes or explains the daily fluctuation in the value of a portfolio… … Wikipedia
Horizontal Skew — The difference in implied volatility (IV) across options with different expiration dates. Horizontal skew refers to the situation where at a given strike price, IV will either increase or decrease as the expiration month moves forward into the… … Investment dictionary
