Variance swap

Results: 70



#Item
11Financial system / London Stock Exchange / Swap / Derivative / Foreign exchange market / Futures contract / Variance / Financial economics / Finance / LCH.Clearnet

29 April 2015 LONDON STOCK EXCHANGE GROUP plc INTERIM MANAGEMENT STATEMENT FOR THE PERIOD TO 28 APRIL 2015, INCLUDING REVENUES AND KPIs FOR THE THREE MONTHS ENDED 31 MARCHQ1) 

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Source URL: www.lseg.com

Language: English - Date: 2015-04-28 14:11:18
12Economics / VIX / Volatility / Implied volatility / Financial risk / Variance swap / Chicago Board Options Exchange / Stock market index / Black–Scholes / Mathematical finance / Financial economics / Finance

Microsoft Word - WP No.22_2012.doc

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Source URL: www.hkimr.org.

Language: English - Date: 2012-10-05 03:17:28
13Financial economics / Statistics / Technical analysis / Volatility / Algorithmic trading / Trading strategy / Variance / Implementation shortfall / Variance swap / Mathematical finance / Financial markets / Finance

Adaptive Arrival Price Robert Almgren∗ and Julian Lorenz∗∗ April 27, 2006 Abstract Electronic trading of equities and other securities makes heavy use

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Source URL: www.cims.nyu.edu

Language: English - Date: 2006-09-09 11:43:24
14Economics / Autoregressive conditional heteroskedasticity / Volatility / Realized variance / Valuation of options / Option / Variance swap / Stochastic volatility / Mathematical finance / Financial economics / Finance

Working Paper/Document de travail[removed]The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation

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Source URL: www.bankofcanada.ca

Language: English - Date: 2012-10-03 11:18:20
15Investment / Mathematical finance / Futures contract / Nikkei 225 / Put option / Variance swap / Call option / Moneyness / Volatility / Financial economics / Options / Finance

Microsoft Word - nikkei_stock_average_volatility_index_guidebook_en.doc

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Source URL: indexes.nikkei.co.jp

Language: English - Date: 2014-06-15 22:03:35
16Investment / Implied volatility / VIX / Volatility / Variance swap / Stochastic volatility / Foreign-exchange option / Black–Scholes / Hedge / Mathematical finance / Financial economics / Finance

Volatility Risk Premia and Exchange Rate Predictability y Pasquale DELLA CORTE Tarun RAMADORAI Lucio SARNO

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Source URL: www.hkimr.org.

Language: English - Date: 2013-10-24 23:21:58
17Options / Swaption / Mathematical finance / Swap / Contract law / Dividend swap / Futures contract / Notional amount / Variance swap / Financial economics / Finance / Investment

Material Economic Terms Spreadsheets#2.xlsx

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Source URL: www.sc.com

Language: English - Date: 2014-11-13 02:12:52
18DST Systems / Daylight saving time / Fixed-income attribution / Analysis of variance / DST Global / Fixed income analysis / Credit default swap / Collective investment scheme / Asset allocation / Financial economics / Investment / Statistics

dstsystems_color_cmyk_3inch

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Source URL: dstglobalsolutions.com

Language: English - Date: 2014-01-28 11:04:59
19Economics / VIX / Stochastic volatility / Variance risk premium / Equity premium puzzle / Variance swap / Volatility / Valuation of options / Option / Mathematical finance / Financial economics / Finance

Working Paper/Document de travail[removed]Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics

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Source URL: www.bankofcanada.ca

Language: English - Date: 2013-04-23 11:00:52
20Economics / VIX / Volatility / Implied volatility / Financial risk / Variance swap / Chicago Board Options Exchange / Stock market index / Black–Scholes / Mathematical finance / Financial economics / Finance

Microsoft Word - WP No.22_2012.doc

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Source URL: www.hkimr.org

Language: English - Date: 2012-10-05 03:17:28
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