Sentence examples for volatility of volatility from inspiring English sources

Volatility analysts, volatility salesmen, and derivatives based on the volatility of volatility?

Moreover, it is not just price gyrations that have increased, but the volatility of volatility itself.

The parameter \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{upgreek} \usepackage{mathrsfs} \setlength{\oddsidemargin}{-69pt} \begin{document} }$\vartheta $\end{document} is a measure of meta-volatility (volatility of volatility) that determines the variability of the log-volatility over time.

To give the first-period volatility some volatility of its own we simulate the first-period volatility from a log-normal distribution with its own volatility and then compute squared return correlations.

This implication shows that, in response to increased interest rate volatility, the stock return's volatility of KSE-100 becomes more volatile in the subsequent periods.

Hedge funds are natural buyers of illiquid assets (where prices are most likely to be incorrectly set) and also sellers of volatility.Those who sell volatility (the equivalent of writing insurance on financial markets) receive a steady stream of premium income that looks impressively smooth to investors.

But the law of volatility applies.

It was a day of volatility.

A little bit of volatility, too.

Apart from such topics as the breaking of azeotropes, the main area of study is in performing separations on the basis of volatility where the general level of volatility is low.

For evidence of that hand-wringing, just check out a simple stat on stock market volatility: the CBOE Volatility Index a literal measure of volatility reflecting the premium that options traders are willing to pay on the S&P 500 Index options–spiked 250% from January through mid-December.