Similar(60)
Different models have aimed to capture different features of volatility.
The original SABR model was imperfect, in the sense that it lacked a few desirable features: the mean reversion of volatility, the interaction between different forward rates (which are assumed to be independent), and the possibility of calibrating the parameters to multiple maturities, for instance.
Prior to this recession the most notable feature of the economy was its volatility.
This model allows to exhibit fundamental features of commodity future prices, which typically display different regimes of volatility and/or convenience yield.
I am reassured that this is only a correction because volatility is a feature of corrections and not a feature of bear markets.
While determined borrowers can still do it, they can't do it successfully because of the second major feature of the market: this is price volatility.
"Volatility is an inherent feature of the dairy industry and we need to work as effectively and collaboratively as possible to find instruments which will help farmers in cycles of extreme volatility.
Emerging market economies have undergone an extraordinary period of turbulence in capital markets during the period 1997 2002, and volatility remains a salient feature of the financial landscape.
Liu had told me he hoped that the Long Museums would be a lasting feature of the Chinese cultural landscape, but the volatility of the domestic stock market casts doubt on the permanence of anything built on a private fortune.
Despite the fretting and hand-wringing, volatility is an enduring feature of stock markets, not some anomaly.
Volatility analysts, volatility salesmen, and derivatives based on the volatility of volatility?
Write better and faster with AI suggestions while staying true to your unique style.
Since I tried Ludwig back in 2017, I have been constantly using it in both editing and translation. Ever since, I suggest it to my translators at ProSciEditing.

Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com