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standard deviation x Financial Institutions and Services x clear all

standard deviation

Overview page. Subjects: Science and Mathematics.

A measure of the dispersion of data in statistics. For a set of values a 1, a 2, a 3, … an , the mean m is given by (a 1 + anull...

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standard deviation

Edited by Jonathan Law and John Smullen.

in A Dictionary of Finance and Banking

January 2008; p ublished online January 2008 .

Reference Entry. Subjects: Financial Institutions and Services. 61 words.

A measure of the dispersion of statistical data. For a series of n values x 1, x 2,

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standard deviation

Edited by Jonathan Law.

in A Dictionary of Finance and Banking

January 2014; p ublished online May 2014 .

Reference Entry. Subjects: Financial Institutions and Services. 72 words.

A measure of the dispersion of statistical data. For a series of n values x 1, x 2,

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standard deviation

Peter Moles and Nicholas Terry.

in The Handbook of International Financial Terms

January 1997; p ublished online January 2005 .

Reference Entry. Subjects: Financial Institutions and Services. 124 words.

A measure of the dispersion of a distribution and therefore a useful measure of its risk. The square root

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standard deviation

Jonathan Law.

in A Dictionary of Finance and Banking

March 2018; p ublished online March 2018 .

Reference Entry. Subjects: Banking; Social Sciences; Economics. 74 words.

A measure of the dispersion of statistical data. For a series of n values x 1, x 2, x n...

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standard deviation of returns

Peter Moles and Nicholas Terry.

in The Handbook of International Financial Terms

January 1997; p ublished online January 2005 .

Reference Entry. Subjects: Financial Institutions and Services. 13 words.

A measure of a security's or a portfolio's volatility.

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homoscedastic

Peter Moles and Nicholas Terry.

in The Handbook of International Financial Terms

January 1997; p ublished online January 2005 .

Reference Entry. Subjects: Financial Institutions and Services. 12 words.

The property of having equal standard deviations or variances. See homogeneous.

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historic volatility

Overview page. Subjects: Financial Institutions and Services.

The past value of the standard deviation of the price of, or return on, a financial obligation. See volatile.

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expected volatility

Edited by Jonathan Law and John Smullen.

in A Dictionary of Finance and Banking

January 2008; p ublished online January 2008 .

Reference Entry. Subjects: Financial Institutions and Services. 46 words.

An estimate of the future standard deviation of the value of a particular financial variable. It is important in the

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historic volatility

Edited by Jonathan Law and John Smullen.

in A Dictionary of Finance and Banking

January 2008; p ublished online January 2008 .

Reference Entry. Subjects: Financial Institutions and Services. 21 words.

The past value of the standard deviation of the price of, or return on, a financial obligation. See volatile.

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implied volatility

Edited by Jonathan Law and John Smullen.

in A Dictionary of Finance and Banking

January 2008; p ublished online January 2008 .

Reference Entry. Subjects: Financial Institutions and Services. 47 words.

The expected standard deviation in the price of the underlying in an options contract. It is calculated by using the

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historic volatility

Edited by Jonathan Law.

in A Dictionary of Finance and Banking

January 2014; p ublished online May 2014 .

Reference Entry. Subjects: Financial Institutions and Services. 21 words.

The past value of the *standard deviation of the price of, or return on, a financial obligation. See volatile

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implied volatility

Edited by Jonathan Law.

in A Dictionary of Finance and Banking

January 2014; p ublished online May 2014 .

Reference Entry. Subjects: Financial Institutions and Services. 48 words.

The expected *standard deviation in the price of the *underlying in an options contract. It is calculated by

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expected volatility

Edited by Jonathan Law.

in A Dictionary of Finance and Banking

January 2014; p ublished online May 2014 .

Reference Entry. Subjects: Financial Institutions and Services. 46 words.

An estimate of the future *standard deviation of the value of a particular financial variable. It is important in

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standard error

Peter Moles and Nicholas Terry.

in The Handbook of International Financial Terms

January 1997; p ublished online January 2005 .

Reference Entry. Subjects: Financial Institutions and Services. 24 words.

A statistical measure of the estimated ‘goodness of fit’ of the estimated standard deviation of a sample. See also least

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sigma (σ)

Peter Moles and Nicholas Terry.

in The Handbook of International Financial Terms

January 1997; p ublished online January 2005 .

Reference Entry. Subjects: Financial Institutions and Services. 120 words.

Symbol used in statistics to represent the number of the standard deviation or (sigma squared (σ2) the variance

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mean deviation

Overview page. Subjects: Science and Mathematics — Financial Institutions and Services.

In statistics, the arithmetic mean of the deviations (all taken as positive numbers) of all the numbers in a set of numbers from their arithmetic mean. For example, the arithmetic mean of...

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risk-neutral

Overview page. Subjects: Financial Institutions and Services.

Describing a risk preference in which the investor makes decisions on the average return on an investment and is not interested in the standard deviation of returns. Compare risk-averse;...

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Markowitz model

Overview page. Subjects: Financial Institutions and Services.

A method of selecting the optimum investment portfolio, devised by H. M. Markowitz (1927– ) and for which he received the Nobel prize in Economics in 1990. It assumes that investors are...

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Sharpe ratio

Overview page. Subjects: Financial Institutions and Services.

A risk-adjusted measure of the performance of a portfolio. It is calculated by deducting the risk-free rate of return from the portfolio return and dividing the result by the standard...

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expected volatility

Overview page. Subjects: Financial Institutions and Services.

An estimate of the future standard deviation of the value of a particular financial variable. It is important in the valuation of options, since the higher the volatility of the security or...

See overview in Oxford Index