- Volatility Analysis
- Volatility analysis measures the rate of random change in market prices.
Financial and business terms. 2012.
Financial and business terms. 2012.
analysis — /euh nal euh sis/, n., pl. analyses / seez /. 1. the separating of any material or abstract entity into its constituent elements (opposed to synthesis). 2. this process as a method of studying the nature of something or of determining its… … Universalium
Volatility Index — Used in technical analysis. A trend following analysis that measures the average price movement in each set period of time. ► See Technical Analysis … Financial and business terms
Technical analysis — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
Real Options Analysis — involves applying the mathematical techniques found in financial options to assess the best course of action to be taken when faced with a real life decision. For example, R D managers can use Real Options Analysis to help them determine where to … Wikipedia
Stochastic volatility — models are used in the field of quantitative finance to evaluate derivative securities, such as options. The name derives from the models treatment of the underlying security s volatility as a random process, governed by state variables such as… … Wikipedia
Time-Varying Volatility — Fluctuations in volatility over time. Volatility is the standard deviation of returns from a financial instrument, and hence a measure of its risk. Time varying volatility implies that volatility is itself subject to large swings, with stocks and … Investment dictionary
Modeling and analysis of financial markets — Much effort has gone into the study of financial markets and how prices vary with time. Charles Dow, one of the founders of Dow Jones Company and The Wall Street Journal, enunciated a set of ideas on the subject which are now called Dow Theory.… … Wikipedia
decay analysis — Statistical analysis of the rate of attrition. Decay analysis is used to analyze historical volatility of core deposit volumes, specifically rates for withdrawals and account closures. Deposit decay rates should be calculated by tracking a… … Financial and business terms
Dynamic financial analysis — Key Uses Business mix Reinsurance Asset Allocation Profitability Solvency Sensitivity Dependency Elements … Wikipedia
DuPont analysis — (also known as the DuPont identity, DuPont equation, DuPont Model or the DuPont method) is an expression which breaks ROE (Return On Equity) into three parts. The name comes from the DuPont Corporation that started using this formula in the 1920s … Wikipedia