Stochastic volatility

Results: 470



#Item
341Mathematical finance / Welfare economics / Great Moderation / Recessions / Volatility / Gross domestic product / Inflation / Economic growth / Stochastic volatility / Macroeconomics / Economics / Business cycle

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Source URL: www.kansascityfed.org

Language: English - Date: 2010-07-29 09:58:07
342Time series analysis / Mathematical finance / Statistical theory / Uncertainty / Forecasting / Confidence interval / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Statistics / Econometrics / Measurement

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Source URL: www.cepr.org

Language: English - Date: 2014-03-12 13:11:38
343Finance / Capital / Cost of capital / Capital structure / Derivative / Stochastic volatility / Corporate finance / Financial economics / Microeconomics

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Source URL: www.chicagofed.org

Language: English - Date: 2013-04-05 11:49:28
344Investment / Tranche / Implied volatility / Volatility / Stochastic volatility / Collateralized debt obligation / VIX / Beta / Financial Correlations / Mathematical finance / Financial economics / Finance

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Source URL: www.afajof.org

Language: English - Date: 2013-04-04 15:21:04
345Finance / Volatility / Uncertainty / Parameter / Volatility smile / Stochastic volatility / Mathematical finance / Statistics / Financial economics

This is a DRAFT and is Exposed for Comment – It Does Not Represent the Position of the NAIC Last discussed: New HCRAWG MLR Subgroup IRD14-007

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Source URL: www.naic.org

Language: English - Date: 2012-06-19 14:43:31
346Finance / Options / Stochastic processes / Risk-neutral measure / Black–Scholes / Binomial options pricing model / Futures contract / Brownian motion / Volatility / Statistics / Financial economics / Mathematical finance

A tutorial introduction to financial engineering M VIDYASAGAR Cecil & Ida Green (II) Professor, Erik Jonsson School of Engineering & Computer Science, University of Texas at Dallas, 800 W. Campbell Road, Richardson, TX 7

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Source URL: www.ias.ac.in

Language: English - Date: 2010-02-23 06:21:55
347Mathematical finance / Economic theories / Monetary policy / Phillips curve / Natural rate of unemployment / Inflation / Stochastic volatility / NAIRU / Volatility / Economics / Unemployment / Macroeconomics

A State-Dependent Model for Inflation Forecasting

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-08-05 15:46:13
348Economics / Stochastic volatility / Volatility / VIX / Implied volatility / Cost of capital / Financial risk / Capital asset pricing model / Mathematical finance / Financial economics / Finance

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Volatility, Labor Heterogeneity and Asset Prices

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-11-01 12:35:25
349Economics / Volatility / Bond market / Yield curve / Stochastic volatility / Volatility smile / Mathematical finance / Financial economics / Finance

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-09-20 16:26:31
350Finance / Actuarial science / Options / Stock market / Financial markets / Equity premium puzzle / Risk premium / Rational pricing / Stochastic volatility / Financial economics / Mathematical finance / Economics

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Source URL: www.federalreserve.gov

Language: English - Date: 2008-09-26 14:22:57
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