Stochastic volatility - PDFSEARCH.IO - Document Search Engine

Stochastic volatility
Results: 470

#	Item
241	The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2010-09-07 12:27:28 Finance Investment Volatility Stochastic volatility Ole Barndorff-Nielsen Black–Scholes Realized variance Realized kernel Mathematical finance Financial economics Options
242	A State-Dependent Model for Inflation Forecasting Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2013-08-05 15:46:11 Mathematical finance Economic theories Monetary policy Phillips curve Natural rate of unemployment Inflation Stochastic volatility NAIRU Volatility Economics Unemployment Macroeconomics
243	Option Prices with Uncertain Fundamentals Theory and Evidence on the Dynamics of Implied Volatilities Alexander David Board of Governors of the Federal Reserve System Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2001-09-12 18:02:00 Options Investment Stochastic volatility Volatility Implied volatility Black–Scholes Financial risk Local volatility VIX Mathematical finance Financial economics Finance
244	Realized Jumps on Financial Markets and Predicting Credit Spreads Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2006-10-24 13:00:39 Finance Volatility Realized variance Jump diffusion Local volatility Autoregressive conditional heteroskedasticity Implied volatility Jump process Stochastic volatility Mathematical finance Statistics Financial economics
245	Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2004-10-19 14:57:15 Investment Implied volatility Volatility Stochastic volatility VIX Variance swap Realized variance Black–Scholes Option Mathematical finance Financial economics Finance
246	Microsoft Word - paper02.doc Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2007-10-29 09:52:23 Investment Stochastic volatility Implied volatility Interest rate cap and floor Volatility Yield curve Financial risk Capital asset pricing model Insurance Financial economics Mathematical finance Finance
247	Finance and Economics Discussion Series Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2005-12-19 11:37:25 Investment Merton Model Volatility Stochastic volatility Credit default swap Credit derivative Yield spread Financial risk Volatility smile Mathematical finance Financial economics Finance
248	SAFEGUARDING Food SECURITY in VOLATILE GLOBAL MARKETS Edited by Adam Prakash Add to Reading List Source URL: www.fao.org Language: English - Date: 2011-06-22 11:52:51 Finance Volatility Autoregressive conditional heteroskedasticity World food price crisis Financial market Stochastic volatility Volatility smile Mathematical finance Economics Financial economics
249	SAFEGUARDING Food SECURITY in VOLATILE GLOBAL MARKETS Edited by Adam Prakash Add to Reading List Source URL: www.fao.org Language: English - Date: 2011-06-22 11:52:30 Economics Volatility Implied volatility World food price crisis Volatility smile Stochastic volatility Mathematical finance Financial economics Finance
250	SAFEGUARDING Food SECURITY in VOLATILE GLOBAL MARKETS Edited by Adam Prakash Add to Reading List Source URL: www.fao.org Language: English - Date: 2011-06-22 11:52:32 Finance Commodities market Options Financial markets Technical analysis Volatility Stochastic volatility Commodity Energy market Financial economics Mathematical finance Economics

UPDATE