From: Jim Goulding [jimndi@ameritech.net]
Sent: Saturday, June 25, 2005 11:39 AM
To: Jim Goulding
Subject: Vol
http://www.riskglossary.com/link/volatility.htm
 

heteroskedasticity A condition where a stochastic process has non-constant second moments.

option pricing theory The body of financial theory used by financial engineers to value options and other derivative instruments.

portfolio theory A body of theory relating to how investors optimize portfolio selections.

standard deviation A parameter describing the dispersion of a probability distribution.

time series and stochastic processes An introductory article.

value-at-risk A category of market risk measures.

volatility skew A dependence of implied volatilities upon options' strikes

http://insight.chicagoconsultingactuaries.com/Insight/Documents/DemystifyingVolatility.aspx