Volatility – Page 5 – Fincyclopedia
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Cash Awkaf

Cash awkaf, or more precisely cash awqaf, are a form of waqf (pl. awqaf) in which the assets assigned as…

Immediate Historical Volatility

The volatility value which is realized during the period immediately preceding the date of forecast. This period is equal to…

IHV

It stands for immediate historical volatility; the volatility value which is realized during the period immediately preceding the date of…

GAPP Futures

It stands for gas-at-the-pump futures. It is a futures contract in which the underlying is the retail price of gasoline.…

Shipping Derivative

A derivative whose underlying is the freight price/rate in the shipping markets (such as the container ship markets). Shipping derivatives...

Consistent Pricing

It refers to consistent FX points pricing spread which is the basis for the interbank market functioning. This pricing ensures...

RAN

It stands for range accrual note; a note that pays interest only if the floating interest rate (such as LIBOR)...

Static Spread

The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...

Zero Spread

The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...

Random Volatility

A volatility measure which is premised on "time-varying" volatility and factors' co-dependency. In other words, the underlying volatility and mutual...