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Volatility risk
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#	Item
241	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
242	[Editor’s Note: Last month we took a broad view of the options industry. We found a consensus that, powered by institutions, the options industry would grow 15 to 20 percent each year across the next several years. Thi Add to Reading List Source URL: option-wizard.com Language: English - Date: 2004-04-14 12:47:27 Financial system Options strategies Option Straddle Iron condor Strangle Implied volatility Futures contract Pin risk Financial economics Options Finance
243	index 11-standard-deviation surprise, standard-deviation surprise, 79–84 ABX index, 88–91 accuracy, 63–68 Add to Reading List Source URL: cupola.columbia.edu Language: English - Date: 2015-04-18 12:41:56 Economics Volatility Fannie Mae Black–Scholes Valuation of options VIX Risk Monte Carlo methods for option pricing Credit default swap Mathematical finance Financial economics Finance
244	Flights to safety Working Paper Research by L. Baele, G. Bekaert, K. Inghelbrecht and M. Wei October 2012 Add to Reading List Source URL: www.nbb.be Language: English - Date: 2012-10-09 07:46:02 Economics Financial markets Investment Fixed income market Financial risk Beta Bond Asset allocation Volatility Financial economics Finance Mathematical finance
245	If you have any difficulties viewing this email, please view the contents here. Cost-effective way to manage volatility risk No requirement to delta hedge Continuous liquidity by market makers Reduced counterparty risk Add to Reading List Source URL: www.hkex.com.hk Language: English - Date: 2012-02-16 02:18:02 Mathematical finance Chicago Board Options Exchange VIX Futures contract Hedge Hang Seng Index Stock market index future Options IVX Financial economics Finance Investment
246	Risk, uncertainty and monetary policy Working Paper Research by G. Bekaert, M. Hoerova and M. Lo Duca October 2012 Add to Reading List Source URL: www.nbb.be Language: English - Date: 2012-10-09 07:17:39 Statistics VIX Volatility Precautionary savings Implied volatility Risk aversion Risk Monetary policy Financial risk Mathematical finance Economics Financial economics
247	Working Paper/Document de travail[removed]Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2013-04-23 11:00:52 Economics VIX Stochastic volatility Variance risk premium Equity premium puzzle Variance swap Volatility Valuation of options Option Mathematical finance Financial economics Finance
248	Managing Shipping Risk in the Global Supply Chain – The Case for Freight Options Nikos Nomikos Professor in Shipping Risk management Director, MSc Shipping, Trade & Finance Cass Business School Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2012-01-24 12:16:03 Technology Mathematical finance Forward freight agreement Futures contract Freight market Bulk cargo Baltic Exchange Commodity Volatility Transport Business Shipping
249 $Economics / Volatility / VIX / Copula / Autoregressive conditional heteroskedasticity / Financial risk modeling / Stochastic volatility / Markov switching multifractal / Mathematical finance / Statistics / Mathematical sciences$	Regime switches in the volatility and correlation of financial institutions Working Paper Research by K. Boudt, J. Daníelsson, S.J. Koopman and A. Lucas Add to Reading List Source URL: www.nbb.be Language: English - Date: 2012-10-09 06:32:37 Economics Volatility VIX Copula Autoregressive conditional heteroskedasticity Financial risk modeling Stochastic volatility Markov switching multifractal Mathematical finance Statistics Mathematical sciences
250	Microsoft Word - WP No.22_2012.doc Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2012-10-05 03:17:28 Economics VIX Volatility Implied volatility Financial risk Variance swap Chicago Board Options Exchange Stock market index Black–Scholes Mathematical finance Financial economics Finance

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