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Bolsa
| Глоссарий экономических терминов |
Spanish for stock exchange.
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Spdrs, английский
Spdrs (spiders) are designed to track the value of the standard & poor`s 500 composite price index. stands for standard & poor`s depositary receipt. they trade on the american stock exchange under the symbol spy. spdrs are similar to closed-end funds but are formally known as, a unit investment trust. one spdr unit is valued at approximately one-tenth (1/10) of the value of the s&p 500. dividends are disbursed quarterly, and are based on the accumulated stock dividends held in trust, less any expenses of the trust. see: mid-cap spdr.
Realized volatility, английский
Sometimes referred to as the historical volatility, this term usually used in the context of derivatives. while the implied volatility refers to the market`s assessment of future volatility, the realized volatility measures what actually happened in the past. the measurement of the volatility depends on the particular situation. for example, one could calculate the realized volatility for the equity market in march of 2003 by taking the standard deviation of the daily returns within that month. one could look at the realized volatility between 10:00am and 11:00am on june 23, 2003 by calculating the standard deviation of one minute returns.
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