A measure of the variation in price over time. Also a measure of the risk of a financial instrument.

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explanation for preference of volatilities in option premium quotes [duplicate]

could any one suggest an explanation for why premium in option markets (currency or otherwise) are quoted as volatilities rather than (premium/abs(spot price - settlement price)) or some other ...
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How to determine volatility for private company for Black-Scholes

I am trying to determine the volatility to use Black-Scholes to value some warrants for a private company. Very few comps are public or they are large diversified businesses. Any thoughts on how to ...
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Returns used in volatility calculation

Can anyone explain the definition of returns they use in this paper? Page 142: https://www.jpmorgan.com/jpmpdf/1320538072221.pdf, where it says $R^j_{k,n} = \sum_{i=1}^{13} \lambda_j^i \times \ln ...
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Approximating the IV of an underlying from Individual Options IV

Is it possible to get a calculation of IV from the volatility on components of the options chain? EG I have this data: ...
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1answer
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Master thesis in Finance in search of topic concerning investor sentiment and financial crash

Is there any good idea that combines low volatility, risk aversion level of investors and prediction of financial crash ? Is there any literature?