A financial product that belongs to a standalone and distinct class of products whose performance relates to the volatility of...

The convexity of vega is the second-order measure of derivative price sensitivity, capturing the rate of change of vega with...

A short-hand writing for forward volatility; a measure of the implied volatility (implied vol) of a financial instrument over a...

A measure of the implied volatility (implied vol) of a financial instrument over a certain period or span of time...

A measure of the implied volatility of a financial instrument over a certain period or span of time in the...

An abbreviated form for forward volatility; the volatility of an underlying price/ rate (in a derivative) that is predicted today...

A volatility strategy, which is an expensive variation on the strangle. The mambo combo is based on buying higher strike...

It stands for local volatility; in the context of option pricing, it is a type of volatility that locally (for...

In the context of option pricing, it is a type of volatility that locally (for a given function) depends on...

The magnitude of the instantaneous fluctuation of a dynamic process, e.g., the log of an underlying asset price/ underlying rate...