Volatility: related pages
CAPM A method of valuing securities or an investment using a discounted cash flow (DCF) using a risk adjusted discount rate.
Efficient frontier A graph showing the best possible return against lowest possible risk.
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.
Option value The difference between the intrinsic value of an option and its actual value is called the option value.
Vega The rate of change of the price of a derivative or portfolio with the volatility of an underlying security.
Alternative investments Investments other than conventional investments in equities, bonds and cash.
Black swan An event that is highly improbable (and unforeseen and therefore omitted from models) that nonetheless occurs and has a significant impact.
Volatility index A volatility index measures the expected (through implied volatility) or recent volatility of a market.
Copyright Graeme Pietersz © 2005-2019
