Home (Volatility risk)
Home  
 
 
Home » Business » Volatility risk


 

Volatility risk

Business Vision statementVolume discount

Volatility risk
The risk in the value of options portfolios due to the unpredictable changes in the volatility of the underlying asset. ...

 


Options and the Volatility Risk Premium by Jared Woodard 2011, Financial Times Press ASIN B004JN0UIQ
[edit] References ...

Volatility risk
Volatility risk refers to the potential for asset prices to fall during adverse market conditions.

volatility risk.
There are many techniques for assessing interest rate risk. Some focus on the earnings impact of interest rate risk. Others focus on the market value impact. Accordingly, the choice of tools will be motivated by your perspective.

For example, a volatility risk index, distinguishing high volatility assets from low volatility assets, could consist of several descriptors based on short term volatility, long term volatility, systematic and residual volatility, etc.

That demand may be driven by concerns about volatility risk in the stock market-what's sometimes described as a flight to safety- or by the potential for higher yield that results when interest rates increase, ...

A pension plan supported partially by the employee by pension contributions deducted from each paycheck.
Volatility risk ...

You need to make your money grow faster, so get it out of the bank and invest in growth stocks mutual funds. If you have 10 years or more until retirement, you can afford the greater volatility risk of the stock market.

volatility risk The risk to which the holder of an option is exposed; based on the potential... Volume Volume is the number of contracts, shares or any other unit of trade in a security...

See also: Expense, Risk management, Credit risk, Systematic risk, Counterparty

Business Vision statementVolume discount

 
 rssRSS