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Volatility arbitrage
Results: 49

#	Item
31	Microsoft Word - Testing International Asset.doc Add to Reading List Source URL: www.lsvasset.com Language: English - Date: 2009-04-03 12:53:41 Economics Beta Cost of capital Valuation Futures contract Volatility Rate of return Arbitrage pricing theory Rational pricing Finance Mathematical finance Financial economics
32	The Department of mathematics and The Department Add to Reading List Source URL: www.pstat.ucsb.edu Language: English - Date: 2007-09-18 00:56:25 Bruno Dupire Local volatility Investment Volatility Risk Quantitative analyst Option Arbitrage Fabio Mercurio Financial economics Finance Mathematical finance
33	Price Volatility in Natural Gas Markets Presented to: Energy Information Administration’s 2008 Energy Conference April 8, 2008 Add to Reading List Source URL: www.eia.gov Language: English - Date: 2008-04-15 09:40:34 Options Investment Technical analysis Volatility Futures contract Volatility smile Volatility arbitrage Financial economics Mathematical finance Finance
34	Another Day, Another Collar: An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage Add to Reading List Source URL: www.occ.gov Language: English - Date: 2014-09-07 08:45:45 Finance Investment Stock market Arbitrage Futures contract Volatility Index arbitrage Day trading Risk-neutral measure Financial economics Financial markets Mathematical finance
35	CCC- Wkbk[removed]qxp[removed]:44 AM Page 3 1 Crisis and Chaos in Financial Markets Add to Reading List Source URL: media.wiley.com Language: English - Date: 2007-10-05 13:04:16 Finance Volatility New York Stock Exchange Financial market Stock exchange Dow Jones Industrial Average Stock market Volatility smile Volatility arbitrage Mathematical finance Financial economics Investment
36	PDF Document Add to Reading List Source URL: www.gmo.com Language: English - Date: 2014-07-22 15:31:19 Financial markets Mathematical finance Arbitrage Volatility Hedge fund Risk arbitrage Beta Speculation Hedge Financial economics Finance Investment
37	Another Day, Another Collar: An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage Add to Reading List Source URL: www.ots.treas.gov Language: English - Date: 2014-08-03 08:52:43 Finance Investment Stock market Arbitrage Futures contract Volatility Index arbitrage Day trading Risk-neutral measure Financial economics Financial markets Mathematical finance
38	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.stern.nyu.edu Language: English - Date: 2011-05-17 16:12:14 Mathematical finance Financial ratios Financial services Financial markets Beta Volatility Modern portfolio theory Capital asset pricing model Portable alpha Financial economics Investment Finance
39	Another Day, Another Collar: An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage Add to Reading List Source URL: www.occ.treas.gov Language: English - Date: 2014-08-03 08:52:43 Finance Investment Stock market Arbitrage Futures contract Volatility Index arbitrage Day trading Risk-neutral measure Financial economics Financial markets Mathematical finance
40	Discussion Jerry Hanweck The Melick and Thomas paper highlights the importance of the two main issues associated with the construction of probability density functions (PDFs) using options prices: the adjustment of risk- Add to Reading List Source URL: publications.gc.ca Language: English - Date: 2001-03-15 11:22:06 Options Investment Volatility smile Implied volatility Black–Scholes Volatility Convexity VIX Volatility arbitrage Mathematical finance Financial economics Finance

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