- volatility in equity markets
- нестабильность фондовых рынков
English-russian dctionary of contemporary Economics. 2014.
volatility in equity markets
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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
Volatility Skew — The difference in implied volatility (IV) between out of the money, at the money and in the money options. Volatility skew, which is affected by sentiment and the supply/demand relationship, provides information on whether fund managers prefer to … Investment dictionary
Equity premium puzzle — The equity premium puzzle is a term coined by economists Rajnish Mehra and Edward C. Prescott. It is based on the observation that in order to reconcile the much higher return on equity stock compared to government bonds in the United States,… … Wikipedia
Equity trading — In finance, equity trading is the buying and selling of company stock shares. Shares in large publicly traded companies are bought and sold through one of the major stock exchanges, such as the New York Stock Exchange, London Stock Exchange or… … Wikipedia
realized volatility — Volatility calculated using the actual movements of prices in financial markets. See volatility and implied volatility. American Banker Glossary Sometimes referred to as the historical volatility, this term usually used in the context of… … Financial and business terms
January 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… … Wikipedia
SABR Volatility Model — In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands for Stochastic Alpha, Beta, Rho , referring to the parameters of the model.The SABR… … Wikipedia
Economic Affairs — ▪ 2006 Introduction In 2005 rising U.S. deficits, tight monetary policies, and higher oil prices triggered by hurricane damage in the Gulf of Mexico were moderating influences on the world economy and on U.S. stock markets, but some other… … Universalium
Colm Kearney — Professor Colm Kearney is a professor of international business at Trinity College, Dublin. Contents 1 Background 2 Academic Career and Interests 3 Personal 4 … Wikipedia
2010 Flash Crash — The May 6, 2010 Flash Crash[1] also known as The Crash of 2:45, the 2010 Flash Crash or just simply, the Flash Crash, was a United States stock market crash on May 6, 2010 in which the Dow Jones Industrial Average plunged about 1000 points or… … 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
