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Volatility arbitrage
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11	Journal of Statistical and Econometric Methods, vol.3, no.1, 2014, 75-84 ISSN: print), online) Scienpress Ltd, 2014 An Improved Composite Forecast For Realized Volatility Add to Reading List Source URL: www.scienpress.com Language: English - Date: 2014-02-20 05:50:48 Investment Implied volatility Volatility VIX Black–Scholes Option Volatility arbitrage Stochastic volatility Mathematical finance Financial economics Finance
12	General equilibrium model of arbitrage trade and real exchange rate persistence Martin Berka Massey University∗ Abstract Add to Reading List Source URL: homes.eco.auckland.ac.nz Language: English - Date: 2014-07-14 18:56:19 Mathematical finance Financial markets Pricing Foreign exchange market Arbitrage Balassa–Samuelson effect General equilibrium theory Volatility Price Economics Business International economics
13	The International Journal of R Business and Finance ESEARCH Add to Reading List Source URL: www.theibfr.com Language: English - Date: 2013-09-06 03:08:06 Economics Beta Volatility Capital asset pricing model Rate of return Post-modern portfolio theory Volatility arbitrage Mathematical finance Financial economics Finance
14	DOCUMENT DE TRAVAIL N° 527 AN ARBITRAGE-FREE NELSON-SIEGEL TERM STRUCTURE MODEL WITH STOCHASTIC VOLATILITY FOR THE Add to Reading List Source URL: www.banque-france.fr Language: English - Date: 2014-12-09 04:32:07 Financial economics International finance Mathematical finance Interest rate parity Arbitrage Yield curve Forward exchange rate Stochastic volatility Exchange rate Economics Finance Foreign exchange market
15	Procyclical Leverage and Endogenous Risk Jon Danielsson London School of Economics Hyun Song Shin Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2012-10-04 21:01:32 Economics Financial ratios Financial markets Financial risk Debt Leverage Volatility Arbitrage Beta Financial economics Finance Mathematical finance
16	Arbitrage opportunities in misspecified stochastic volatility models Rudra P. Jena Peter Tankov Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 08:37:13 Investment Volatility Stochastic volatility Implied volatility VIX Black–Scholes Option Mathematical finance Financial economics Finance
17	Preliminaries Arbitrage Bounds for Variance Swap Prices Arbitrage Bounds for Vanilla Options in a Variance Swap Market Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-22 15:28:40 Investment Variance swap Volatility Arbitrage Swap Futures contract Implied volatility Mathematical finance Financial economics Finance
18	Econ 136 Course plan 2014.xlsx Add to Reading List Source URL: www2.hmc.edu Language: English - Date: 2014-01-20 00:23:30 Investment VIX Futures contract Arbitrage Derivative Volatility Option Greeks Interest rate swap Financial economics Mathematical finance Finance
19	November \| December[removed]The Options Landscape for Hedge Funds Are hedge funds making the most out of options opportunities? STUART FIELDHOUSE Add to Reading List Source URL: www.optionseducation.org Language: English - Date: 2015-02-24 02:15:09 Mathematical finance Financial markets Options Financial services Hedge fund Long/short equity VIX Hedge Volatility arbitrage Financial economics Finance Investment
20	Methodological description and interpretation of the volatility index for electricity markets There are two ways of measuring the volatility of commodity markets. The first option is to try to measure the so-called impli Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2014-10-29 08:52:29 Investment Volatility Implied volatility Option Electricity market Futures contract Volatility smile Volatility arbitrage Mathematical finance Financial economics Finance

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