The volatility of volatility. A measure of volatility which supposes that volatility is a random market risk variable, rather than...

A measure of volatility which supposes that volatility is a random market risk variable, rather than a known and constant...

The degree to which the price of the underlying of an option fluctuates. For an out-of-the-money option, it represents the...

An abbreviation for volatility of volatility, which is a statistical concept implying that volatility of of a series of random...

The volatility of volatility. A measure of volatility which supposes that volatility is a random market risk variable, rather than...

As a volatility derivative, it is an agreement (swap) that entails exchanging the realized volatility between the time of entering...