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Englisch - Türkisch
Definition von volatility arbitrage im Englisch Türkisch wörterbuch
- volatilite arbitraj
Englisch - Englisch
Definition von volatility arbitrage im Englisch Englisch wörterbuch
- (Finans) Volatility arbitrage (or vol arb) is a type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlier. The objective is to take advantage of differences between the implied volatility of the option, and a forecast of future realized volatility of the option's underlier. In volatility arbitrage, volatility is used as the unit of relative measure rather than price - that is, traders attempt to buy volatility when it is low and sell volatility when it is high
volatility arbitrage
Silbentrennung
vol·a·ti·li·ty ar·bi·trageTürkische aussprache
välıtîlıti ärbîträjAussprache
/ˌväləˈtələtē ˈärbəˌträᴢʜ/ /ˌvɑːləˈtɪlətiː ˈɑːrbɪˌtrɑːʒ/
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