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stress testing

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simulation

Overview page. Subjects: Social Sciences — Computing.

A procedure used when there is no analytic solution available for a problem involving random variables. Pseudo-random numbers are used to mimic the random variables involved. Two general...

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stress

Overview page. Subjects: Economics.

1 Any abnormal condition in a market, such as very large price movements and/or transaction volumes (cf. triple witching hour).

2 A situation where...

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volatility test

Overview page. Subjects: Economics.

The evaluation of the risk of a complex option position or portfolio by varying the volatility. See standard portfolio analysis of risk; stress test.

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