Mathematical finance

Results: 9164



#Item
471Investment / Mathematical finance / Financial ratios / Financial markets / Rate of return / Financial risk / Stock selection criterion

Frank Value Fund www.frankfunds.com Ph: Toll Free: Frank Capital Partners LLC Fourth Quarter, 2004

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Source URL: frankfunds.com

Language: English - Date: 2011-07-03 11:04:13
472Mathematical finance / Volatility / Stochastic volatility / Risk-neutral measure / Normal distribution / Economic model / Yield curve

Market Price of Risk Specifications for Affine Models: Theory and Evidence∗ Patrick Cheridito† Damir Filipovi´c‡

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Source URL: www.princeton.edu

Language: English - Date: 2005-09-15 11:12:23
473Mathematical finance / VIX / Volatility / Stochastic volatility / Variance swap / Rational pricing / Financial risk / Stock market index / Option / Implied volatility / Volatility smile

Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi University of Warwick Walter Distaso

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

Language: English - Date: 2011-01-28 05:36:55
474Econometrics / Time series models / Time series analysis / Econometricians / Cointegration / Mathematical finance / Vector autoregression / Statistics / Sampling

An International Journal of the Polish Statistical Association

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Source URL: pts.stat.gov.pl

Language: English
475Investment / Mathematical finance / Technical analysis / Economic development / Axioma / Financial risk / Emerging markets / Developed market / Volatility / VIX

www.axioma.com US & Canada: +1 212−991−4500 Europe: +−7856−2424 Asia : +−2790

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Source URL: www.axioma.com

Language: English - Date: 2016-08-19 05:02:54
476Mathematical finance / Bocconi University / Finance / Banca IMI / Corporate finance / Volatility

ANDREA BUGIN Date and Place of Birth: Nov. 4, 1970 in Dolo (Venice), Italy Nationality: Italian. Permanent Address: via Pancaldo, Milano (MI)

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Source URL: www.assiomforex.it

Language: English - Date: 2014-03-18 04:22:00
477Actuarial science / Behavioral finance / Mathematical finance / Financial markets / Financial risk / Rare disasters / Equity premium puzzle / Risk

The Time-Varying Risk of Macroeconomic Disasters

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Source URL: www.carloalberto.org

Language: English - Date: 2016-07-16 17:21:17
478Carbon finance / Emissions trading / Regional Greenhouse Gas Initiative / Mathematical finance / Futures contract / Option / Derivative / Implied volatility / Open interest / European Union Emission Trading Scheme

REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FIRST QUARTER 2016 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

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Source URL: rggi.org

Language: English - Date: 2016-05-25 11:30:54
479Mathematical finance / Financial economics / Capital asset pricing model / Equity premium puzzle / Consumption-based capital asset pricing model / Elasticity of intertemporal substitution / Finance / Economics / Economic growth / Hyperbolic absolute risk aversion

Household Production and Asset Prices Zhi Da, Wei Yang, and Hayong Yun∗ November 2014 Abstract We empirically examine the asset pricing implications of the Beckerian framework of household production, where utility is

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Source URL: www3.nd.edu

Language: English - Date: 2014-11-10 14:13:15
480Investment / Financial ratios / Financial services / Mathematical finance / Funds / Investment fund / Investment management / Aberdeen Asset Management / Total expense ratio / Beta / Rate of return / Sharpe ratio

OPEN ENDED FUND – AugustAberdeen Global - European Equity (ex-UK) Fund Class A - 2 Acc

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Source URL: aberdeen.kurtosys.com

Language: English - Date: 2016-08-10 04:11:25
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