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| Definition Of: |
implied volatility
A measure of expected volatility (standard deviation in terms of annualised percentage changes) in the prices of, for example, bonds and stocks (or of corresponding futures contracts), which can be extracted from option prices.
Copyright © 2006, European Central Bank, Frankfurt am Main, Germany. This information may be obtained free of charge through the ECB's website.
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European Central Bank Dictionary INDEX:
List of Terms: Terms beginning with "A", Page 1 |
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1 2 A: Page 1 of 2.
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