First, we briefly review the related literature, then present a simple binomial model under a stochastic volatility and jump economic world. |
His character's primary trait is volatility, which is handy for saloon brawls and shoot-outs. |
The principals could not cope with volatility in the foreign exchange market. |
In this industry we don't have, except maybe for the anti-infectives, we don't have this tremendous volatility and demand. |
Vega, our fourth and final risk measure, quantifies risk exposure to implied volatility changes. |
Finally, in unusual circumstances such as extreme market volatility, SIMEX may require a broker to deposit additional margin. |