Volatility risk

Results: 760



#Item
271Economics / Financial markets / Markov models / Actuarial science / Volatility / Capital asset pricing model / Merton Model / Beta / Risk / Financial economics / Mathematical finance / Finance

[removed]Gas Access Arrangement Review – Access Arrangement Information Appendix 8C: SFG, Review of NERA

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Source URL: www.aer.gov.au

Language: English - Date: 2012-08-27 17:53:00
272Economics / Volatility / Markov chain / Beta / Capital asset pricing model / Merton Model / Equity premium puzzle / Valuation / Risk / Mathematical finance / Financial economics / Finance

Review of NERA regime-switching framework Report for APA Group, Envestra, Multinet Gas and SP AusNet 28 March 2012

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Source URL: www.aer.gov.au

Language: English - Date: 2012-08-27 17:55:12
273Investment / Options / Technical analysis / Volatility / Ovi / Implied volatility / Strangle / Futures contract / Financial risk / Financial economics / Mathematical finance / Finance

December Performance and January Outlook 2015 OPS +4.24%, OVS +2.38%, OVS Ultra +4.05%, OGF $ Class +1.06% OGF € Class +1.22%. Market Commentary The FTSE 100 Index traded between a low of 6144 and a high of 6753, closi

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Source URL: www.oxeye.co.uk

Language: English - Date: 2015-01-14 11:08:12
274Investment / Technical analysis / Volatility / Financial risk / Futures contract / Option / Financial economics / Finance / Mathematical finance

Oxeye Growth Fund € Class Strategy NAV €[removed]31st January 2015

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Source URL: www.oxeye.co.uk

Language: English - Date: 2015-02-25 11:51:47
275Investment / Implied volatility / Volatility / VIX / Option / Volatility smile / Volatility swap / Mathematical finance / Financial economics / Finance

Risk-based Governance Services MARKET RISK REPORT Made in Europe February 2015

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Source URL: admin.arkus-fs.com

Language: English - Date: 2015-02-11 07:20:44
276Risk / Actuarial science / Mathematical finance / Risk management / Market risk / Volatility / Ordinal indicator / Futures contract / Hedge / Financial risk / Financial economics / Finance

Microsoft PowerPoint - Vortrag2_1.ppt [Read-Only]

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Source URL: www.oscogen.ethz.ch

Language: English - Date: 2003-02-06 05:55:22
277Investment / Fixed income market / Yield curve / Implied volatility / Options / Yield spread / Volatility / Interest rate / Financial risk / Financial economics / Finance / Mathematical finance

Viewpoint October 2014 Your Global Investment Authority Financial Market Cognitive Dissonance

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Source URL: media.pimco.com

Language: English - Date: 2014-10-21 16:15:18
278Investment / Technical analysis / Volatility / Financial risk / Oxeye / Option / Implied volatility / Mathematical finance / Financial economics / Finance

FTSE Option Value Strategy (OVS Ultra) 31st March[removed]Monthly Performance Figures (net of fees)

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Source URL: www.oxeye.co.uk

Language: English - Date: 2015-02-25 11:55:16
279Finance / Investment / Implied volatility / Volatility smile / Black–Scholes / Volatility / Foreign-exchange option / Fabio Mercurio / Vanna Volga pricing / Mathematical finance / Financial economics / Options

cutting edge. option pricing The vanna-volga method for implied volatilities European-style claims, is consistent with static-replication arguments. Finally, we derive first- and second-order approximations

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Source URL: www.risk.net

Language: English - Date: 2007-08-09 12:30:23
280Mathematical finance / Economics / Financial economics / RiskMetrics / Autoregressive conditional heteroskedasticity / Volatility / Financial risk modeling / Value at risk / Historical simulation / Statistics / Financial risk / Actuarial science

econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics

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Source URL: www.econstor.eu

Language: English - Date: 2013-05-22 03:34:44
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