- volatility process
- Техника: метод возгонки, фракционная перегонка
Универсальный англо-русский словарь. Академик.ру. 2011.
volatility process
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Volatility clustering — In finance, volatility clustering refers to the observation, as noted by Mandelbrot, that large changes tend to be followed by large changes, of either sign, and small changes tend to be followed by small changes. A quantitative manifestation of… … Wikipedia
Volatility (finance) — Volatility most frequently refers to the standard deviation of the continuously compounded returns of a financial instrument with a specific time horizon. It is often used to quantify the risk of the instrument over that time period. Volatility… … 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
Fluoride volatility — is a method for the extraction of elements which form volatile fluorides. It is being studied for reprocessing of nuclear fuel, either of the conventional fuel rods used in today s LWRs, or as an integral part of a molten salt reactor… … Wikipedia
Ornstein–Uhlenbeck process — Not to be confused with Ornstein–Uhlenbeck operator. In mathematics, the Ornstein–Uhlenbeck process (named after Leonard Ornstein and George Eugene Uhlenbeck), is a stochastic process that, roughly speaking, describes the velocity of a massive… … Wikipedia
CIR process — The CIR process (named after its creators John C. Cox, Jonathan E. Ingersoll, and Stephen A. Ross) is a Markov process with continuous paths defined by the following stochastic differential equation (SDE): where Wt is a standard Wiener process… … Wikipedia
Stable and tempered stable distributions with volatility clustering - financial applications — Classical financial models which assume homoskedasticity and normality cannot explain stylized phenomena such as skewness, heavy tails, and volatility clustering of the empirical asset returns in finance. In 1963, Benoit Mandelbrot first used the … Wikipedia
Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Process — An econometric term developed in 1982 by Robert F. Engle, an economist and 2003 winner of the Nobel Memorial Prize for Economics to describe an approach to estimate volatility in financial markets. There are several forms of GARCH modeling. The… … Investment dictionary
SABR Volatility Model — In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands for Stochastic Alpha, Beta, Rho , referring to the parameters of the model.The SABR… … Wikipedia
Relative volatility — is a measure comparing the vapor pressures of the components in a liquid mixture of chemicals. This quantity is widely used in designing large industrial distillation processes.cite book|author=Kister, Henry Z.|title=Distillation… … Wikipedia
Nuclear reprocessing — technology was developed to chemically separate and recover fissionable plutonium from irradiated nuclear fuel.[1] Reprocessing serves multiple purposes, whose relative importance has changed over time. Originally reprocessing was used solely to… … Wikipedia
