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Topics referred to by the same term
Look up volatility or volatile in Wiktionary, the free dictionary. Volatility or volatile may refer to: Volatility (chemistry), a measuring tendency of
Volatility
Degree of variation of a trading price series over time
deviation of logarithmic returns. Historic volatility measures a time series of past market prices. Implied volatility looks forward in time, being derived
Volatility_(finance)
Chicago Board Options Exchange Volatility index
Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It
VIX
Financial mathematical measure
In financial mathematics, the implied volatility (IV) of an option contract is that value of the volatility of the underlying instrument which, when input
Implied_volatility
Tendency of a substance to vaporize
with high volatility is more likely to exist as a vapour, while a substance with low volatility is more likely to be a liquid or solid. Volatility can also
Volatility_(chemistry)
Mathematical finance term
effect of large investment losses (or volatility) on compound returns. It has also been called volatility drag, volatility decay or variance drain. This is
Volatility_tax
Implied volatility patterns that arise in pricing financial options
Volatility smiles are implied volatility patterns that arise in pricing financial options. It is a parameter (implied volatility) that needs to be modified
Volatility_smile
Type of financial arbitrage
In finance, volatility arbitrage (or vol arb) is a term for financial arbitrage techniques directly dependent and based on volatility. A common type of
Volatility_arbitrage
Financial modelling concept
the phenomenon of volatility clustering and related effects such as kurtosis. The main idea behind these two models is that volatility is dependent upon
Volatility_clustering
When variance is a random variable
security's volatility as a random process, governed by state variables such as the price level of the underlying security, the tendency of volatility to revert
Stochastic_volatility
Financial derivative instrument
In finance, a volatility swap is a forward contract on the future realised volatility of a given underlying asset. Volatility swaps allow investors to
Volatility_swap
compensation for inherent volatility risk divided by the volatility beta. Jared Woodard (2011). Options and the Volatility Risk Premium. Financial Times
Volatility_risk_premium
Option pricing model
A local volatility model, in mathematical finance and financial engineering, is an option pricing model that treats volatility as a function of both the
Local_volatility
Low-volatility investing is an investment style that buys stocks or securities with low volatility and avoids those with high volatility. This investment
Low-volatility_investing
Forward volatility is a measure of the implied volatility of a financial instrument over a period in the future, extracted from the term structure of
Forward_volatility
Computer memory that loses its contents when unpowered
volatility can protect sensitive information, as it becomes unavailable on power-down. Most general-purpose random-access memory (RAM) is volatile. There
Volatile_memory
Stochastic volatility model used in derivatives markets
mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands
SABR_volatility_model
Class of financial models with stochastic volatility and jumps
Stochastic Volatility Jump Models (SVJ models) are a class of mathematical models in quantitative finance that combine stochastic volatility dynamics with
Stochastic volatility jump models
Stochastic_volatility_jump_models
Risk arising from changes in market volatility affecting the value of financial positions
Volatility risk is the risk of an adverse change of price, due to changes in the volatility of a factor affecting that price. It usually applies to derivative
Volatility_risk
Right to buy or sell a certain thing at a later date at an agreed price
security – a so-called volatility smile; and with a time dimension, a volatility surface. The main approach here is to treat volatility as stochastic, with
Option_(finance)
Test to determine evaporation loss of lubricants in high-temperature service
The Noack volatility test, named after Kurt Noack, determines the evaporation loss of lubricants in high-temperature service. This test is standardized
Noack_volatility_test
Mathematical model of financial markets
motion, and it is assumed that the drift and volatility of the motion are constant. If drift and volatility are time-varying, a suitably modified Black–Scholes
Black–Scholes_model
Comparative volatility of components in a solution
2.3 K-values and Relative Volatility) Distillation Principals by Ming T. Tham, University of Newcastle upon Tyne (scroll down to Relative Volatility)
Relative_volatility
Computer memory forensics
(as of version 2.5). Volatility was created by Aaron Walters, drawing on academic research he did in memory forensics. Volatility supports investigations
Volatility_(software)
In finance, option on realized volatility (or volatility option) is a subclass of derivatives securities that the payoff function embedded with the notion
Option_on_realized_volatility
Type of acid
In chemistry, the terms volatile acid (or volatile fatty acid (VFA)) and volatile acidity (VA) are used somewhat differently in various application areas
Volatile_acid
Finance theory
and finance, the low-volatility anomaly is the observation that low-volatility securities have higher returns than high-volatility securities in most markets
Low-volatility_anomaly
Organic chemicals having a high vapor pressure at room temperature
number of the sample's molecules in the surrounding air, a trait known as volatility. Diverse definitions of the term VOC are in use. Some examples are presented
Volatile_organic_compound
Tendency of highly fluorinated molecules to vaporize
Fluoride volatility is the tendency of highly fluorinated molecules to vaporize at comparatively low temperatures. Heptafluorides, hexafluorides and pentafluorides
Fluoride_volatility
Economic monitoring system
three-scale volatility gauge. If an event has a level one volatility, it is not expected to significantly affect the markets. An event with a volatility level
Economic_calendar
Volatility implied by the price of an option spread trade involving two or more options
volatility refers to the volatility implied by the price of an option spread trade involving two or more options. Essentially, it is the volatility at
Net_volatility
American Lithuanian economist (born 1946)
variation experienced in the stock market. Shiller concluded that the volatility of the stock market was greater than could plausibly be explained by any
Robert_J._Shiller
Volatility, uncertainty, complexity and ambiguity in leadership
categorization is known as volatility and is one of the main aspects of self-categorization theory. Sociologists use volatility to better understand the
VUCA
Financial model
formula. In this context the associated volatility parameter is usually reported as a Black implied volatility. The LIBOR market model extends the basic
Black_model
Stock market index
Reuters Realized Volatility Index is a stock market index from Thomson Reuters Indices. It measures and forecasts realized volatility at a variety of time
Thomson Reuters Realized Volatility Index
Thomson_Reuters_Realized_Volatility_Index
Model in finance
the evolution of the volatility of an underlying asset. It is a stochastic volatility model: such a model assumes that the volatility of the asset is not
Heston_model
Elements and compounds that are readily vaporized
Volatiles are the group of chemical elements and chemical compounds that can be readily vaporized. In contrast with volatiles, elements and compounds
Volatile_(astrogeology)
Component that stores information
leads to semi-volatile behavior. In some applications, the increased volatility can be managed to provide many benefits of a non-volatile memory, for example
Computer_memory
Computer memory that does not lose its contents after being turned off
Non-volatile memory (NVM) or non-volatile storage is a type of computer memory that can retain stored information even after power is removed. In contrast
Non-volatile_memory
Statistical price volatility chart
expecting volatility to revert towards the average historical volatility level for the stock. When the bands lie close together, a period of low volatility is
Bollinger_Bands
Risks arising from movements in market variables
their implied volatility will change. Interest rate risk, the risk that interest rates (e.g. Libor, Euribor, etc.) or their implied volatility will change
Market_risk
Time series model
employed in modeling financial time series that exhibit time-varying volatility and volatility clustering, i.e. periods of swings interspersed with periods of
Autoregressive conditional heteroskedasticity
Autoregressive_conditional_heteroskedasticity
Market volatility indicator
Average true range (ATR) is a technical analysis volatility indicator originally developed by J. Welles Wilder, Jr. for commodities. The indicator does
Average_true_range
American large-cap stock market index
The volatility ("sigma") of individual companies within the S&P 100 is typically less than that of the S&P 500 and thus the corresponding volatility of
S&P_100
Model parameters in mathematical finance
42. Vega measures sensitivity to volatility. Vega is the derivative of the option value with respect to the volatility of the underlying asset. V = ∂ V
Greeks_(finance)
U.S. stock market crash lasting 36 minutes in May 6, 2010
increase in the price volatility of some individual securities". At 2:32 p.m. (EDT), against a "backdrop of unusually high volatility and thinning liquidity"
2010_flash_crash
Expected change in price of a stock relative to the whole market
additionally, a correction for instantaneous underlying changes. See volatility (finance), volatility risk, Greeks (finance) § Vega. A true beta (which defines the
Beta_(finance)
Hedge Fund based in New York
offices in Europe and Asia. The firm specializes in volatility arbitrage which involves volatility and derivatives trading in various markets. Paul Britton
Capstone_Investment_Advisors
Continuous stochastic process
volatility smile problem, one can drop the assumption that the volatility ( σ {\displaystyle \sigma } ) is constant. If we assume that the volatility
Geometric_Brownian_motion
Hydrophobic liquid containing volatile aroma compounds from plants
Oils Aroma lamp Enfleurage Fragrance oil List of essential oils Tincture Volatility "essential oil". Oxford English Dictionary (online, American English ed
Essential_oil
Pricing model
volatility model, although technically it would be classed more precisely as a local volatility model, that attempts to capture stochastic volatility
Constant elasticity of variance model
Constant_elasticity_of_variance_model
margin – the implied volatility – of the DAX anticipated on the derivatives market. The VDAX indicates in percentage points the volatility to be expected in
VDAX
volatility may be followed by a return to more normal volatility levels, and low levels of volatility may be precursors to an increase in volatility.
S&P/ASX_200_VIX
Rule of the New York Stock Exchange
— Extreme Market Volatility Condition, was a mechanism used by the New York Stock Exchange to ease market opening while volatility is high. It may have
Rule_48
Researcher and lecturer in quantitative finance
establishing the so-called Dupire's approach to local volatility for modeling the volatility smile. The Dupire equation is a partial differential equation
Bruno_Dupire
Options trading strategy
current implied volatility. A long butterfly position will make profit if the future volatility is lower than the implied volatility. A long butterfly
Butterfly_(options)
provides a relatively accurate measure of volatility which is useful for many purposes, including volatility forecasting, forecast evaluation, risk management
Realized_variance
South African economist and physicist
interest-rate models, and the Derman–Kani local volatility or implied tree model, a model consistent with the volatility smile. Derman, who first came to the U
Emanuel_Derman
Fatty acid with fewer than six carbon atoms
Short-chain fatty acids (SCFAs) are fatty acids of two to six carbon atoms. Derived from intestinal microbial fermentation of indigestible foods, SCFAs
Short-chain_fatty_acid
Large cap index within the NASDAQ exchange
optimism that the 2008 financial crisis was ending, the index embarked on a volatile four-year climb higher, closing above 3,000 on May 15, 2013, for the first
Nasdaq-100
1958 United States law
futures trading has on the volatility of onion prices. Holbrook Working published a study in 1960 which argued that price volatility declined after the futures
Onion_Futures_Act
Visual artifact that depicts or records perception
reproduction of an object formed by light waves coming from the object. A volatile image exists or is perceived only for a short period. This may be a reflection
Image
Terpene hydrocarbon
more likely to be cured". Essential oil – Hydrophobic liquid containing volatile aroma compounds from plants Monoterpenes – Unsaturated hydrocarbonPages
Limonene
Proposed tax on currency transactions to reduce speculation and volatility
volatility, leading to an increase of long-term investor utility or more predictable levels of exchange rates. The impact of such a tax on volatility
Tobin_tax
Type of interest rate derivative
the price of a caplet simply by quoting its volatility. This is what happens in the market. The volatility is known as the "Black vol" or implied vol.
Interest_rate_cap_and_floor
Measure of political volatility
dividing this total by two. The political volatility measured by the Pedersen index differs from the political volatility when parliamentary seats are considered
Pedersen_index
Financial metric which investors use to determine market performance
certain factors. Volatility weighting This method weights constituent stocks by the inverse of their relative price volatility. Price volatility is defined
Stock_market_index
Investment technique
low-volatility investing and is enhanced with momentum and net payout yield signals. The Conservative formula based on 3 investment criteria: volatility,
Conservative Formula Investing
Conservative_Formula_Investing
Financial models with long-tailed distributions and volatility clustering have been introduced to overcome problems with the realism of classical financial
Financial models with long-tailed distributions and volatility clustering
Financial_models_with_long-tailed_distributions_and_volatility_clustering
First Lady of the United States from 1961 to 1963
improved the global standing of the United States during the politically volatile Cold War. Her personal style became known as the "Jackie Look", which inspired
Jacqueline_Kennedy_Onassis
American economist and Nobel laureate (born 1942)
either assumed constant volatility or had used simple devices to approximate it. Engle developed new statistical models of volatility that captured the tendency
Robert_F._Engle
Concept in finance
greater its implied volatility. A positive risk reversal means the implied volatility of calls is greater than the implied volatility of similar puts, which
Risk_reversal
incorporates stochastic volatility components of heterogeneous durations. MSM captures the outliers, log-memory-like volatility persistence and power variation
Markov_switching_multifractal
Fund traded on a public stock market
if the market declines significantly on low volatility so that the capital gain outweighs the volatility loss. Such large declines benefit the inverse
Inverse_exchange-traded_fund
Substance dissolving a solute resulting in a solution
organic solvents are flammable or highly flammable, depending on their volatility. Exceptions are some chlorinated solvents like dichloromethane and chloroform
Solvent
Keyword used in some programming languages to tag variables
varies considerably among the programming languages that have the volatile keyword. Volatility can have implications regarding function calling conventions
Volatile (computer programming)
Volatile_(computer_programming)
Chemical compound
Peter (31 December 1767). "L. Experiments on the distillation of acids, volatile alkalies, &c. shewing how they may be condensed without loss, and how thereby
Ammonia
Measure of financial risk
In finance, the Treynor reward-to-volatility model (sometimes called the reward-to-volatility ratio or Treynor measure), named after American economist
Treynor_ratio
Financial market where participants can issue new debt or buy and sell debt securities
participants who own a bond, collect the coupon and hold it to maturity, market volatility is irrelevant; principal and interest are received according to a pre-determined
Bond_market
Italian economist
related to uncertainty and volatility in financial markets and the interlinks with macroeconomic developments. Financial volatility measures the amplitude
Antonio_Mele
Regulatory instrument to prevent stock market crashes
This rule is in place to combat security-specific volatility as opposed to market wide volatility. The thresholds for a trading halt on an individual
Trading_curb
Economics concept
equity premium and a measure of implied volatility (in this case VIX, the Chicago Board Options Exchange Volatility Index). Dennis, Mayhew & Stivers (2006)
Equity_premium_puzzle
Intraday, VIX-like volatility index
instruments. IVX is the abbreviation of Implied Volatility Index and is a popular measure of the implied volatility of each individual stock. IVX represents
IVX
Difference in the price of an underlying asset and its derivative's strike price
moneyness is most importantly used in defining the relative volatility surface: the implied volatility in terms of moneyness, rather than absolute price. The
Moneyness
Capital budgeting analysis term
and project volatility. some analysts substitute a listed security as a proxy, using either its price volatility (historical volatility), or, if options
Real_options_valuation
This instrument can be useful for hedging complex volatility exposures, making a bet on the volatility levels contained in the skew of the underlying security's
Conditional_variance_swap
Type of trading strategy using options
those that are bullish on volatility, measured by the lowercase Greek letter sigma (σ), and those that are bearish on volatility. Traders can also profit
Options_strategy
Chemical, often household, breathed in to cause intoxication
Inhalants are a broad range of household and industrial chemicals whose volatile vapors or pressurized gases can be concentrated and breathed in via the
Inhalant
How trading mechanisms and market design shape prices, liquidity, and transaction costs
fundamental volatility), or in response to the trading activity of impatient traders and its effect of liquidity (i.e. transitory volatility). This factor
Market_microstructure
American thoroughbred racehorse
Volatile (foaled March 20, 2016) is an American Thoroughbred racehorse and the winner of the 2020 Alfred G. Vanderbilt Handicap. Volatile was bred in
Volatile_(horse)
Academic discipline concerned with the exchange of money
§ Portfolio theory above. Closely related is the volatility smile, where, as above, implied volatility – the volatility corresponding to the BSM price – is observed
Financial_economics
Chemical compound
Carbonic acid is a chemical compound with the chemical formula H2CO3. The molecule rapidly converts to water and carbon dioxide in the presence of water
Carbonic_acid
2011 studio album by IAMX
Volatile Times is the fourth studio album from IAMX. It was released on 18 March 2011 and the tracks on the album keep alive the cabaret-esque and dark
Volatile_Times
Contract giving a buyer the right to buy a security from the seller at a set price
the time to expiry, interest rates, expected dividends, and expected volatility. For a call option, the payoff at expiry is the excess, if any, of the
Call_option
low value of relative volatility, nearing unity. Such mixtures cannot be separated by simple distillation, because the volatility of the two components
Extractive_distillation
Volatile suspended solids (VSS) is an analytical parameter that represents the undissolved organic matter in a water sample. More technically, it is a
Volatile_suspended_solids
System property
they increase in capability to thrive as a result of stressors, shocks, volatility, noise, mistakes, faults, attacks, or failures. The concept was developed
Antifragility
Volatile or gaseous anesthetic compound delivered by inhalation
delivery system. Agents of significant contemporary clinical interest include volatile anesthetic agents such as isoflurane, sevoflurane and desflurane, as well
Inhalational_anesthetic
study of volatility as applied to the pricing and risk management of derivatives. A recurrent subject in his books and papers is the volatility smile, and
Jim_Gatheral
Transmission of information
relatively immobile plants. For example, maple trees release so-called volatile organic compounds into the air to warn other plants of a herbivore attack
Communication
VOLATILITY
VOLATILITY
VOLATILITY
VOLATILITY
Boy/Male
Hindu
Scent of the lotus
Boy/Male
Buddhist, Indian, Sanskrit
With Eternal Valour
Surname or Lastname
English
English : habitational name from Moreby in Yorkshire or Moorby in Lincolnshire, both named in Old Scandinavian as ‘farmstead (býr) in the moor or marshland (mór)’.
Boy/Male
English
Boar town. Hardy; brave.
Boy/Male
American, Anglo, British, Christian, Dutch, English, French, German, Netherlands, Teutonic
Brave; Highborn and Courageous; Noble and Steadfast
Girl/Female
Hindu, Indian
Lighting
Boy/Male
Tamil
Purshottam | பà¯à®°à®·à¯‹à®¤à¯à®¤à®®
Lord Vishnu, Best among men
Male
Egyptian
, the Great An.
Girl/Female
Tamil
One who pleases others, Another name for Durga, Lord Shivas bull
Boy/Male
Scottish English
Strong.
VOLATILITY
VOLATILITY
VOLATILITY
VOLATILITY
VOLATILITY
n.
Quality or state of being volatile; disposition to evaporate; changeableness; fickleness.
a.
The quality of being fugacious; fugaclousness; volatility; as, fugacity of spirits.
n.
The quality or condition of being fugitive; evanescence; volatility; fugacity; instability.
n.
Alt. of Volatility
n.
Lack of steadiness or constancy; disposition to change; fickleness; volatility.