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Mathematical finance
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901	JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS Vol. 48, No. 6, Dec. 2013, pp. 1813–1845 COPYRIGHT 2013, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON, SEATTLE, WA 98195 Add to Reading List Source URL: faculty.london.edu Language: English - Date: 2014-05-19 05:28:42 Investment Implied volatility Volatility Stochastic volatility Black–Scholes Financial risk Option VIX IVX Mathematical finance Financial economics Finance
902	CREATES Research PaperOn IGARCH and convergence of the QMLE for misspecified GARCH models Anders Tolver Jensen and Theis Lange School of Economics and Management Add to Reading List Source URL: www.econ.au.dk Language: English - Date: 2011-09-21 09:12:59 Options Autoregressive conditional heteroskedasticity Time series analysis Technical analysis Stochastic volatility Maximum likelihood Volatility GAUSS Stochastic differential equation Statistics Mathematical finance Econometrics
903	Improving Systemic Risk Monitoring and Financial Market Transparency: Standardizing the Representation of Financial Instruments Add to Reading List Source URL: financialresearch.gov Language: English - Date: 2015-06-18 10:45:54 Mathematical finance Financial statement analysis Valuation Interest rate swap Financial modeling Swap Financial crisis Futures contract Financial economics Finance Economics
904	UNIVERSITY OF WISCONSIN DEPARTMENT OF ECONOMICS MACROECONOMICS THEORY Preliminary Exam July 1,2011 9:00 am - 2:00 pm Add to Reading List Source URL: www.econ.wisc.edu Language: English - Date: 2011-07-12 15:34:06 Incomplete markets Mathematical finance Economic model Dividend
905	November 6, 2014 Investment Meeting Minutes Add to Reading List Source URL: www.trsnyc.org Language: English - Date: 2014-12-11 10:30:10 Volatility VIX Gantz Cinema of Japan Mathematical finance Manga Anime
906	S YLLABUS F IXED I NCOME C T EACHER A FFILIATION Add to Reading List Source URL: www.carloalberto.org Language: English - Date: 2014-07-08 10:34:03 Economics Heath–Jarrow–Morton framework LIBOR market model Interest rate derivative Short-rate model Yield curve Swaption Bond valuation Quantitative analyst Mathematical finance Financial economics Finance
907	Microsoft PowerPoint - Mgmt 237H_8.pptx Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-06-04 01:40:45 Finance Robert D. Arnott Capital asset pricing model Beta Variance Value at risk Volatility Mathematical finance Financial economics Statistics
908	PDF Document Add to Reading List Source URL: www.eia.gov Language: English - Date: 2009-04-23 16:48:18 Economics Financial markets Commodities market Price of petroleum Pricing Speculation Volatility Implied volatility Futures contract Mathematical finance Financial economics Finance
909	ASYMMETRIES, BREAKS, AND LONG-RANGE DEPENDENCE: AN ESTIMATION FRAMEWORK FOR TIME SERIES OF DAILY REALIZED VOLATILITY ERIC HILLEBRAND AND MARCELO C. MEDEIROS A BSTRACT. We study the simultaneous occurrence of long memory Add to Reading List Source URL: creates.au.dk Language: English - Date: 2011-09-21 09:16:13 Statistics Autoregressive conditional heteroskedasticity Volatility Stochastic volatility Realized kernel Realized variance Mathematical finance Financial economics Finance
910	Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations Author(s): John H. Cochrane Source: The Journal of Finance, Vol. 46, No. 1, (Mar., 1991), ppPublished by: Blackwell Pu Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2008-04-30 11:08:47 Mathematical finance Financial markets Investment Fellows of the Econometric Society Capital asset pricing model John H. Cochrane Portfolio Capital accumulation Eugene Fama Financial economics Economics Finance

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