Volatility arbitrage

Results: 49



#Item
41Finance / Investment / High-frequency trading / Statistical arbitrage / Arbitrage / Dark liquidity / Volatility / Low latency / Algorithmic trading / Financial markets / Financial economics / Mathematical finance

Compliance and Risk Management in 21st Century Erozan Kurtas The Securities and Exchange Commission, as a matter of policy, disclaims responsibility for any private publication or statements by any of its employees. The

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Source URL: www.sec.gov

Language: English - Date: 2012-01-27 17:09:13
42Finance / Financial crises / Financial economics / Pricing / Crisis / Financial crisis / Arbitrage pricing theory / Volatility / Autoregressive conditional heteroskedasticity / Economics / Mathematical finance / Asia

PDF - Empirical modelling of contagion: a review of methodologies (WP 8)

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Source URL: www-cfap.jbs.cam.ac.uk

Language: English - Date: 2010-01-14 06:36:54
43Options / Investment / Implied volatility / Volatility / VIX / Foreign-exchange option / Futures contract / Volatility smile / Volatility arbitrage / Financial economics / Mathematical finance / Finance

The information content of over-the-counter currency options

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-06-03 11:39:30
44Futures contract / Arbitrage / Option / Volatility / Capital structure substitution theory / Financial economics / Mathematical finance / Finance

A Theory of Asset Prices based on Heterogeneous Information Elias Albagli Christian Hellwig Aleh Tsyvinski

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Source URL: fakultaetsseminar.uni-mannheim.de

Language: English - Date: 2012-03-19 09:37:42
45Investment / Volatility / Implied volatility / Option / Electricity market / Futures contract / Volatility smile / Volatility arbitrage / Mathematical finance / Financial economics / Finance

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

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Source URL: ec.europa.eu

Language: English - Date: 2012-05-14 16:07:52
46Finance / Investment / Implied volatility / Volatility / Black–Scholes / Binary option / Butterfly / Interpolation / Futures contract / Financial economics / Mathematical finance / Options

Clamping Down on Arbitrage Peter J¨ackel∗ First version: 20th September 2013 This version: 24th April 2014

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2014-04-24 12:51:00
47Economic efficiency / Price dispersion / Volatility / Futures contract / Arbitrage / Standard deviation / Statistics / Mathematical finance / Pricing

http://mc.manuscriptcentral.c...156920384178074PDF_HI0001.pdf

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Source URL: www-personal.umich.edu

Language: English - Date: 2008-06-30 15:00:26
48Economics / Stochastic volatility / Black–Scholes / Arbitrage / Forward contract / Derivative / Implied volatility / Quantitative analyst / Volatility / Financial economics / Mathematical finance / Finance

PDF Document

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Source URL: www.mth.kcl.ac.uk

Language: English - Date: 2005-03-05 10:13:27
49Options / Investment / Black–Scholes / Volatility / Risk-neutral measure / Quantitative analyst / Derivative / Stochastic volatility / Arbitrage / Financial economics / Mathematical finance / Finance

PDF Document

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Source URL: www.ericbenhamou.net

Language: English - Date: 2005-07-31 06:26:09
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