About: Volatility risk

An Entity of Type: Thing, from Named Graph: http://dbpedia.org, within Data Space: dbpedia-live.demo.openlinksw.com

Risk of a change of price of a portfolio as a result of changes in the volatility of a risk factor

Property	Value
dbo:description	risk of a change of price of a portfolio as a result of changes in the volatility of a risk factor (en) tipo de riesgo de mercado (es)
dbo:wikiPageWikiLink	dbr:Investment dbr:VIX dbr:Risk_management dbr:Commodity dbr:Interest_rate dbr:Market_risk dbr:Vega_(finance) dbr:Stock dbr:Value_at_risk dbr:Interest_rate_cap_and_floor dbc:Financial_risk dbr:Standard_deviation dbr:Derivative_(finance) dbr:Volatility_(finance) dbr:Implied_volatility dbr:Futures_contract dbc:Market_risk dbr:Volatility_risk_premium dbr:Financial_crisis_of_2007–08 dbr:Swaptions
dbp:wikiPageUsesTemplate	dbt:Reflist dbt:Financial_risk dbt:Financial_risk_types dbt:Citation_needed dbt:Investment-stub dbt:Slink
dct:subject	dbc:Derivatives_(finance) dbc:Financial_risk dbc:Financial_risk_modeling dbc:Options_(finance) dbc:Market_risk
gold:hypernym	dbr:Risk
rdfs:label	Volatility risk (en)
owl:sameAs	freebase:Volatility risk wikidata:Volatility risk dbpedia-global:Volatility risk dbr:Volatility risk
prov:wasDerivedFrom	wikipedia-en:Volatility_risk?oldid=1282647334&ns=0
foaf:isPrimaryTopicOf	wikipedia-en:Volatility_risk
is dbo:wikiPageWikiLink of	dbr:Corporate_finance dbr:Bond_(finance) dbr:Financial_risk_management dbr:Financial_transaction_tax dbr:Black–Scholes_model dbr:Spahn_tax dbr:Currency_transaction_tax dbr:Hedge_(finance) dbr:Swedish_financial_transaction_tax dbr:European_Union_financial_transaction_tax dbr:Fusion_Asset_Management
is rdfs:seeAlso of	dbr:Model_risk
is foaf:primaryTopic of	wikipedia-en:Volatility_risk

This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 4.0 International