Implied volatility

Results: 615



#Item
21focus on climate change | 2013 Ya Wen and Rüdiger Kiesel Modelling the market price of risk for emission

focus on climate change | 2013 Ya Wen and Rüdiger Kiesel Modelling the market price of risk for emission

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Source URL: www.dahrendorf-forum.eu

Language: English - Date: 2016-03-05 13:52:50
22HONG KONG INSTITUTE FOR MONETARY RESEARCH RETURN, TRADING VOLUME, AND MARKET DEPTH IN CURRENCY FUTURES MARKETS Ai-ru (Meg) Cheng and Yin-Wong Cheung HKIMR Working Paper No

HONG KONG INSTITUTE FOR MONETARY RESEARCH RETURN, TRADING VOLUME, AND MARKET DEPTH IN CURRENCY FUTURES MARKETS Ai-ru (Meg) Cheng and Yin-Wong Cheung HKIMR Working Paper No

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Source URL: www.hkimr.org

Language: English - Date: 2012-09-25 06:12:36
23An Empirical Analysis of the Swaption Cube Anders B. Trolle Ecole Polytechnique F´ed´erale de Lausanne and Swiss Finance Institute Eduardo S. Schwartz UCLA Anderson School of Management and NBER Abstract

An Empirical Analysis of the Swaption Cube Anders B. Trolle Ecole Polytechnique F´ed´erale de Lausanne and Swiss Finance Institute Eduardo S. Schwartz UCLA Anderson School of Management and NBER Abstract

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2010-11-16 03:17:42
24Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi†

Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi†

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:30:24
25PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORT

PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORT

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:16:48
26Asymmetric Volatility Risk: Evidence from Option Markets ⇤ Jens Jackwerth Grigory Vilkov

Asymmetric Volatility Risk: Evidence from Option Markets ⇤ Jens Jackwerth Grigory Vilkov

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2014-02-04 04:12:07
27THE D. E. SHAW GROUP MARKET INSIGHTS December 2014 Vol. 5 No. 1

THE D. E. SHAW GROUP MARKET INSIGHTS December 2014 Vol. 5 No. 1

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Source URL: www.deshaw.com

Language: English - Date: 2016-08-18 11:12:16
28An Anatomy of the Equity Premium∗ Paul Schneider† January 9, 2016 Abstract This paper introduces a decomposition of the forward market return in terms of higher-order realized, and option-implied risk aversion, conne

An Anatomy of the Equity Premium∗ Paul Schneider† January 9, 2016 Abstract This paper introduces a decomposition of the forward market return in terms of higher-order realized, and option-implied risk aversion, conne

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:31:01
29REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: SECOND QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: SECOND QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

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Source URL: rggi.org

Language: English - Date: 2015-08-25 16:00:36
30Estimation of Risk Neutral Measures using the Generalized Two-Factor Log-Stable Option Pricing Model J. Huston McCulloch and Seung Hwan Lee† March 26, 2008 Abstract

Estimation of Risk Neutral Measures using the Generalized Two-Factor Log-Stable Option Pricing Model J. Huston McCulloch and Seung Hwan Lee† March 26, 2008 Abstract

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Source URL: www.econ.ohio-state.edu

Language: English - Date: 2012-01-12 12:02:17