Realised volatility: related pages
Efficient portfolio A portfolio that provides the best expected returns for a given level of risk, or, equivalently, the lowest risk possible for a given level of expected returns.
Risk aversion The preference of investors for the less risky of investments with identical expected returns.
Black swan An event that is highly improbable (and unforeseen and therefore omitted from models) that nonetheless occurs and has a significant impact.
Value at risk A measure of the risk of a portfolio; the loss that is unlikely to be exceeded in a given period of time with a given level of confidence.
Option value The difference between the intrinsic value of an option and its actual value is called the option value.
Volatility index A volatility index measures the expected (through implied volatility) or recent volatility of a market.
Copyright Graeme Pietersz © 2005-2019
