### Some articles on *volatility*:

Sources of Model Risk - Uncertainty On

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**Volatility**...

**Volatility**is the most important input in risk management models and pricing models ... Uncertainty on**volatility**leads to model risk ... that products whose value depends on a**volatility**smile are most likely to suffer from model risk ...Local

... A local

**Volatility**... A local

**volatility**model, in mathematical finance and financial engineering, is one which treats**volatility**as a function of the current asset level ...Strangle (options) - Strangle Premium

... It indicates how much above the at-the-money

... It indicates how much above the at-the-money

**volatility**the two out-of-the-money strangle volatilities are ... The strangle premium is a measure of the curvature of the**volatility**smile ... maturity, the 25 strangle premium is where is the**volatility**of the put with the strike chosen to give a delta of -25% ...Examples of Model Risk Mitigation - Parsimony

... The existence of a '

... The existence of a '

**volatility**surface' is one such adaptation ... But they find it preferable to fudge one parameter, namely**volatility**, and make it a function of time to expiry and strike price, rather than have to precisely estimate another." However, Cherubini and Della Lunga ...### More definitions of "volatility":

- (
*noun*): The property of changing readily from a solid or liquid to a vapor.

- (
*noun*): Being easily excited.

Synonyms: excitability, excitableness

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