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Volatility arbitrage
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21	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
22	Keeping your vols on the straight and narrow Automated option quoting engines are heavily dependent on someone or something inputting the correct volatilities behind the scenes. Get that wrong in Add to Reading List Source URL: www.automatedtrader.net Language: English - Date: 2009-02-25 02:12:58 Investment Volatility Option Black–Scholes Algorithmic trading Greeks Beta Volatility smile Volatility arbitrage Mathematical finance Financial economics Finance
23	Microsoft Word - RecentRiskModelChanges_20110819_v3 Add to Reading List Source URL: axioma.com Language: English Economics Volatility Financial risk Risk Statistical arbitrage Implied volatility Mathematical finance Financial economics Finance
24	Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly ∗ Malcolm Baker Add to Reading List Source URL: www.efalken.com Language: English - Date: 2014-12-02 13:53:48 Economics Financial markets Financial ratios Investment Beta Capital asset pricing model Volatility Modern portfolio theory Efficient-market hypothesis Financial economics Finance Mathematical finance
25	Optionality and Volatility Peter Carr at Morgan Stanley Rutgers MFPDE 2011 November 4, 2011 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2012-04-25 13:45:34 Options Investment Put–call parity Volatility Arbitrage Forward contract Moneyness Risk-neutral measure Futures contract Financial economics Mathematical finance Finance
26	AHEAD OF PRINT Financial Analysts Journal Volume 67 • Number 1 ©2011 CFA Institute Benchmarks as Limits to Arbitrage: Add to Reading List Source URL: people.hbs.edu Language: English - Date: 2011-01-14 16:46:44 Mathematical finance Financial ratios Financial services Financial markets Beta Volatility Modern portfolio theory Capital asset pricing model Portable alpha Financial economics Investment Finance
27	Arb150UKFR0010525121_FR0007000427 Add to Reading List Source URL: www.ccr-am.com Language: English - Date: 2014-12-02 11:03:24 Investment Collective investment scheme Arbitrage Beta Volatility risk Portfolio Convertible bond Long-Term Capital Management Financial risk Financial economics Finance Economics
28	Arb150UKFR0010525121_FR0007000427 Add to Reading List Source URL: www.ccr-am.com Language: English - Date: 2014-12-02 11:03:23 Investment Collective investment scheme Arbitrage Beta Volatility risk Portfolio Convertible bond Long-Term Capital Management Financial risk Financial economics Finance Economics
29	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 11:52:36 Food politics Financial economics Biofuels Pricing Mathematical finance World food price crisis Arbitrage Volatility Food security Economics Financial markets Business
30	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 11:52:49 Financial markets Biofuels Technical analysis Volatility Futures contract World food price crisis Arbitrage Supply and demand Theory of storage Economics Mathematical finance Food politics

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