volatility
81Implied volatility — The expected volatility in a stock s return derived from its option price, maturity date, exercise price, and riskless rate of return, using an option pricing model such as Black/Scholes. The New York Times Financial Glossary * * * The… …
82CBOE Nasdaq Volatility Index - VXN — A volatility index on the Chicago Board Options Exchange, known by its ticker symbol VXN. The VXN is a measure of implied volatility for the Nasdaq 100 (NDX). The VXN is calculated using the same methodology as the VIX. The VXN represents the… …
83Dayrate Volatility — The intraday unpredictability of an exchange rate (or price of a good or service), that changes due to imbalances in supply and demand. Price levels of various goods or services can change very quickly, depending on the current market condition.… …
84NOACK Volatility Test — The NOACK Volatility Test, otherwise known as ASTM D 5800, determines the evaporation loss of lubricants in high temperature service.[1] The more motor oils vaporize, the thicker and heavier they become, contributing to poor circulation, reduced… …
85historic volatility — The volatility of the price of an asset during a past period. This can be used by a trader to forecast future volatility of the price. A measure of actual price changes over a specific period of time. NYSE Euronext Glossary …
86option volatility — The tendency of security returns or prices to fluctuate in a random, unpredictable manner. Called historical volatility when derived from past movements. Called implied volatility when estimated from the market price of options. LIFFE …
87asset volatility — UK US noun [U] FINANCE ► the rate at which the price of an asset moves up and down: »The improvement in credit quality reflects higher stock prices and lower asset volatility …
88currency volatility — UK US noun [U] ► FINANCE, ECONOMICS a situation in which the value of a country s currency changes suddenly and often: »Floating exchange rates have not resulted in currency volatility, as feared …
89January 2008 stock market volatility — January 2008 was an especially volatile month in world stock markets, with a surge in implied volatility measurements of the US based S P 500 index [ [http://www.economist.com/displaystory.cfm?story id=10635708 Markets, Uncertain Times] , The… …
90Reward to Volatility Ratio — Die von Jack L. Treynor 1965 erstmals aufgestellte Treynor Ratio (auch Treynor Maß oder Reward to Volatility Ratio) ist eine auf dem Capital Asset Pricing Model (CAPM) aufbauende finanzwirtschaftliche Kennzahl. Sie bezeichnet das Verhältnis der… …
