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- Volatility Derivatives 1
- The world of Structured Products 4
- Library of Structured Products 0
- Table of Contents
- Vanilla Options
- Volatility, Skew and Term Stru
- Option Sensitivies: Greeks
- Option Strategies
- Correlation
- Dispersion Options
- Barrier Options
- Digitals
- Autocallable Structures
- The Cliquet Family
V
VaR = Value at Risk
It is the amount a portfolio is at risk of losing over a given time period and a given probability of such a loss.
VIX
CBOE Volatility Index. 30 day risk forecast based on SP500 options pricing. It is used as a measure of fear in the US market.
Volatility
It is a measure of how much and how often a market moves up and down.
Volcker Rule
Proposal that restricts US banks from making speculative investments that do not benefit their clients.
Volume
The number of contracts traded over a given period.