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...