Volatility risk

Results: 760



#Item
221Mathematical finance / Actuarial science / Financial risk / Financial ratios / Technical analysis / Volatility / VIX / Robert F. Engle / Model risk / Financial economics / Economics / Finance

3rd Annual Conference of the Society for Financial Econometrics June 16 – June 18 The University of Melbourne, Australia Abstracts Wednesday, June 16th Invited Speaker: Yacine Ait-Sahalia, Princeton University

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-05-02 01:04:58
222Options / Technical analysis / Volatility / Financial risk / Implied volatility / Financial economics / Mathematical finance / Finance

ULYSSES – FAO Seminar: Looking beyond the food price crisis : Rethinking the policy  framework to address food markets instability Rome, 11 February 2015 Decomposing Volatility Measurements

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2015-03-01 12:46:42
223Economics / World food price crisis / Food security / Agricultural policy / Food and Agriculture Organization / Agricultural marketing / Rice / Food / International Fund for Agricultural Development / Food politics / Food and drink / Agriculture

Discussion Paper for Round Table 1 Food price volatility How to help smallholder farmers manage risk and uncertainty Governing Council, 18-19 February 2009

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Source URL: www.ifad.org

Language: English - Date: 2011-07-13 12:54:53
224Investment / Volatility / Financial risk / Bond market / Volatility smile / Implied volatility / Mathematical finance / Financial economics / Finance

Global Financial Stability Report, September[removed]Chapter 3: Financial Asset Price Volatility: A Source of Instability?

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Source URL: www.imf.org

Language: English - Date: 2005-06-24 12:18:43
225Finance / Investment / Implied volatility / Volatility smile / Black–Scholes / Volatility / Risk-neutral measure / Moneyness / Rational pricing / Mathematical finance / Financial economics / Options

Federal Reserve Bank of New York Staff Reports A Simple and Reliable Way to Compute Option-Based Risk-Neutral Distributions Allan M. Malz

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Source URL: www.newyorkfed.org

Language: English - Date: 2014-06-04 16:08:43
226Options / Investment / Stochastic volatility / Volatility smile / Implied volatility / Volatility / Heston model / Black–Scholes / Local volatility / Mathematical finance / Financial economics / Finance

TESTING TECHNIQUES FOR ESTIMATING IMPLIED RNDS FROM THE PRICES OF EUROPEAN-STYLE OPTIONS Abstract: This paper examines two approaches to estimating implied risk-neutral probability density functions from the prices of Eu

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:16:57
227Actuarial science / Probability theory / Financial risk / Monetary policy / Deflation / Risk-neutral measure / Risk aversion / Implied volatility / Risk / Economics / Inflation / Mathematical finance

The information content of inflation options

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Source URL: www.ecb.europa.eu

Language: English - Date: 2015-03-10 09:27:53
228Economic bubbles / Economic history / Financial risk / Financial crises / Technical analysis / Volatility / Futures contract / Implied volatility / Late-2000s financial crisis / Economics / Mathematical finance / Financial economics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Using Policy Intervention to Identify Financial Stress

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Source URL: www.federalreserve.gov

Language: English - Date: 2012-03-12 14:50:55
229Finance / Financial markets / Financial risk / Capital asset pricing model / Volatility / Efficient-market hypothesis / Autoregressive conditional heteroskedasticity / Stock market / Financial contagion / Financial economics / Mathematical finance / Economics

Has financial market integration increased during the 1990s? Juan Ayuso and Roberto Blanco1 1. Introduction

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:17:04
230Economics / Financial risk / Financial markets / Actuarial science / Investment / Risk-neutral measure / Risk premium / Volatility / Risk / Financial economics / Finance / Mathematical finance

Risk premia across markets: information from option prices - BIS Quarterly Review, part 8, March 2006

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Source URL: www.bis.org

Language: English - Date: 2006-03-05 18:00:00
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