Oxford Index Search Results

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standard deviation x Financial Institutions and Services x Social Sciences 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,

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,

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

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...

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.

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.

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.

See overview in Oxford Index

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

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.

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

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

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

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

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

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

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