Global Advisors | Quantified Strategy Consulting

volatility

The strategic evolution of PESTLE

Strategy Tools – PEST / PESTLE / PESTEL

"The Black-Scholes model (or Black-Scholes-Merton model) is a fundamental mathematical formula that calculates the theoretical fair price of European-style options, using inputs like the underlying stock price, strike price, time to expiration, risk-free interest rate and volatility." - Black Scholes -

Term: Black Scholes

VIX is the ticker symbol and popular name for the CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It is calculated and disseminated on a real-time basis by the CBOE, and is often referred to as the fear index. - The VIX -

Term: The VIX

Higher asset returns required because of Rand volatility

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