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Mathematical finance
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#	Item
621	The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, Add to Reading List Source URL: econterms.com Language: English - Date: 2005-11-27 20:20:53 Mathematical finance BlackScholes equation BlackScholes model Option Volatility Quantitative analyst Futures contract Geometric Brownian motion Stochastic volatility Heston model
622	Definitions and motivation Utility maximization solution Hedging using options Under investigation Hedging volumetric risks using put options in Add to Reading List Source URL: www.gazpromexport.com Language: English - Date: 2012-10-30 09:49:52 Utility Hedge Mathematical optimization Mathematical finance
623	WT_MarketInsights_Summer2014_mr2.indd Add to Reading List Source URL: www.whittiertrust.com Language: English - Date: 2015-01-07 09:58:10 Mathematical finance Investment Bond Interest rate Rate of return Monetary policy Federal Reserve System Financial transaction tax Subprime crisis background information
624	Cahier de rechercheThe q-factor and the Fama and French asset pricing models: Hedge fund evidence Greg Gregoriou Add to Reading List Source URL: www.cifo.uqam.ca Language: English - Date: 2016-04-19 18:01:04 Financial markets Financial economics Mathematical finance FamaFrench three-factor model Investment Financial risk Risk factor Hedge fund Cost of capital Beta Market portfolio Carhart four-factor model
625	1%(5:25.,13$3(56(5,(6 7+(32/,7,&$/(&2120<2)38%/,&,1&20(92/$7,/,7< :,7+$1$33/,&$7,21727+(5(6285&(&856( -DPHV$5RELQVRQ 5DJQDU7RUYLN Add to Reading List Source URL: thred.devecon.org Language: English* - Date: 2016-05-27 15:33:28 Mathematical finance Technical analysis Volatility Median voter theorem
626	Testing the Market Integration in Regional Cantaloupe and Melon Markets between the U.S. and Mexico: An Application of Error Correction Model Yan Xia, Dwi Susanto and Parr Rosson* Abstract: This paper examines the integr Add to Reading List Source URL: cnas.tamu.edu Language: English - Date: 2012-09-11 15:29:51 Mathematical finance Time series analysis Cointegration Econometrics Johansen test Error correction model Tariff North American Free Trade Agreement
627	RA-Data for HR Professionals-v3.indd Add to Reading List Source URL: pages.rosslynanalytics.com Language: English - Date: 2016-07-18 09:09:38 Human resource management Business intelligence Formal sciences Analytics Big data Mathematical finance HR Metric Learning analytics
628	C:/Users/d.erdemlioglu/Dropbox/excitation and flights/excitation/JFQTHKFM_JEX_rv.dvi Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-08-09 02:41:45 Mathematical finance Technical analysis Options Financial markets Crowd psychology Financial contagion VIX Volatility Asset classes Flight-to-quality Stochastic volatility Futures contract
629	Informed Trading and Portfolio Returns Alex Boulatov∗, Terrence Hendershott†, and Dmitry Livdan‡ August 28, 2009 Abstract We solve a multi-period model of strategic trading with long-lived information in multiple Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2009-09-29 05:00:44 Financial markets Financial economics Mathematical finance Financial accounting Valuation Market liquidity Pricing
630	C.A.S.E. Newsletter Nr. 1 – March 2013 C.A.S.E. - Center für Applied Statistics and Economics Humboldt-Universität zu Berlin Wirtschaftswissenschaftliche Fakultät Add to Reading List Source URL: www.case.hu-berlin.de Language: English - Date: 2013-07-11 06:44:40 Econometrics Financial econometrics Mathematical finance Quantile regression

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