It stands for zero-volatility spread. The basis points which are added to the yield at each point on the spot...

A measure (first-order greek) of the rate of change in the value of an option with respect to the passage...

An agreement to exchange the realized variance rate between the time of entering into the agreement and expiration date, based...

A volatility measure that takes into account, in estimating volatility from historical data, only the days when an exchange is...

It stands for value-at-risk; the amount of loss that is expected, at some specific or pre-specified probability (confidence level), to...

The amount of loss that is expected, at some specific or pre-specified probability (confidence level), to be reached or exceeded...

The financial risk that impacts an entity’s financial performance/ profitability due to fluctuations (volatility) in the prices of commodities in...

A tool that measures the changes in vega resulting from changes in volatility (vol) levels. Vega, per se, captures the...

A tool that measures the changes in delta resulting from changes in volatility levels. Delta, per se, captures the change...

It stands for beta and volatility adjusted return; BAVAR ratio is a risk-return measure that is derived from the Sharpe...