50 Results for Tag: volatility

Heath-Jarrow-Morton Model (HJM Model)

Heath-Jarrow-Morton Model (HJM Model) What is 'Heath-Jarrow-Morton Model - HJM Model' A model that applies forward rates to an existing term structure of interest rates to determine appropr

Implied Rate

Implied Rate What is an 'Implied Rate' An implied rate is an interest rate that is determined by the difference between the spot rate and the forward/futures rate. The degree of relative c

Implied Contract

DefinitionA quasi-contract is a fictional contract recognised by a court. The notion of a quasi-contract can be traced to Roman law and is still a concept used in some modern legal systems.

Illiquid Option

Illiquid Option What is 'Illiquid Option' An option contract that cannot be sold for cash quickly at the prevailing market price. Illiquid options have very low or no open interest. Expl

Implied Authority

DefinitionImplied Authority of Contract is a legal term. In contract law, it is the implied ability of an individual to make a legally binding contract on behalf of an organization, by way o

Idiosyncratic Risk

Idiosyncratic Risk What is 'Idiosyncratic Risk' Idiosyncratic risk, also referred to as unsystematic risk, is the risk that is endemic to a particular asset such as a stock and not a whole

Implied Call

Implied Call What is 'Implied Call' A right given to mortgage borrowers that allows them to call or pay-back a loan at any time. The call is implied, as it is included in most mortgages un

Implied Contract Terms

Implied Contract Terms What are 'Implied Contract Terms' Implied contract terms are items that a court will assume are intended to be included in a contract, even though they are not expre

Implied Volatility (IV)

Implied Volatility (IV) What is 'Implied Volatility - IV' Implied volatility is the estimated volatility of a security's price. In general, implied volatility increases when the market is


Oil ETF What is 'Oil ETF' A category of exchange-traded funds that invest in companies engaged in oil and gas discovery, production, distribution and retail. Some oil ETFs may be set up as
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