An interest rate swap in which both counterparties pay fixed rate in their respective currencies. It is a type of…
It stands for historical volatility; a type of volatility that is estimated from past realized/ historical data rather than by...
A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...
It stands for past realized volatility; a type of volatility that is estimated from past realized/ historical data rather than...
A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...
The point at which a long option or a long option spread executed as a debit will break even in...
An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...
A measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation (SD) calculated on at-the-money option (ATM...
An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...
A measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation (SD) calculated on at-the-money option (ATM...