Sentence examples for volatility of asset from inspiring English sources

These models mistakenly assume that the volatility of asset prices and the correlations between prices are constant, says Mr Scholes.

d Effect of volatility of asset return.

d Decrease in volatility of asset return.

b Decrease in volatility of asset return.

It may be even less perfect for assessing the risk in corporate balance sheets because it is hard to gauge the value and potential price volatility of assets that are rarely or never traded.

We study robust notions of good-deal hedging and valuation under combined uncertainty about the drifts and volatilities of asset prices.

Black-Scholes states that the cost of insurance on any asset's price change fundamentally depends on the expected volatility of the asset price.

Volatility of an asset or market index is measured as the standard deviation of returns for that asset or market index.

The fourth quantity is the volatility of the asset.

"If you think of the volatility of the asset being financed it is probably more dramatic than I suspect many of the people deploying leverage think about".

Risk, in fact, is wrongly assessed as the volatility of an asset.