It stands for asset valuation reserve; a statutory reserve that is created for the purpose of accounting for gains and...
A statutory reserve that is created for the purpose of accounting for gains and losses in a financial institution's invested...
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...
A measure of volatility (at-the-money volatility, ATM volatility) that is calculated by averaging the implied volatilities from a put and...
A measure of volatility that is calculated by averaging the implied volatilities from a put and call options or sets...
Acronym for adaptive mesh model; a derivative valuation method which was developed by Figlewski and Gao (1999). It is a...
A derivative valuation method which was developed by Figlewski and Gao (1999). It is a very flexible approach that helps...