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Volatility risk
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#	Item
281	Optimal Capital Allocation: VaR, C-VaR, Spectral Measures and Beyond in Russian Markets Julia Dementyeva Paul Erofeev Add to Reading List Source URL: www.hse.ru Language: English - Date: 2011-12-21 02:35:33 Statistics Financial risk Applied mathematics Value at risk Volatility Variance Risk Mathematical finance Actuarial science Financial economics
282	Continuous time option pricing with scheduled jumps in the underlying asset Dmitry Storcheus Sergey Gelman Add to Reading List Source URL: www.hse.ru Language: English - Date: 2011-12-21 02:46:58 Finance Stochastic processes Equations Investment Black–Scholes ICEF Risk-neutral measure Implied volatility National Research University Higher School of Economics Mathematical finance Financial economics Options
283	The recent behaviour of financial market volatility, BIS Papers No 29, August 2006 Add to Reading List Source URL: www.bis.org Language: English - Date: 2006-08-24 18:00:00 Economics Volatility Implied volatility Bond market Great Moderation Financial market Financial risk Equity premium puzzle Volatility smile Financial economics Finance Mathematical finance
284	FAQ’s in Option Pricing Theory Peter Carr Courant Institute, New York University 251 Mercer Street New York, NY[removed]3765 Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2002-07-02 09:12:21 Finance Economics Black–Scholes Risk-neutral measure Binomial options pricing model Moneyness Put–call parity Volatility Futures contract Financial economics Mathematical finance Options
285	Literature Introduction Model Framework Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:15:16 VIX Implied volatility Volatility Derivative Option Economic model Financial risk Mathematical finance Financial economics Finance
286	Prologue I- HOW TO LOVE THE WIND Wind extinguishes a candle and energizes fire. Likewise with randomness, uncertainty, chaos: you want to use them, Add to Reading List Source URL: www.nowandfutures.com Language: English - Date: 2012-07-01 22:43:05 Knowledge Epistemologists Lebanese people Nassim Nicholas Taleb Actuarial science The Black Swan Volatility Randomness Risk Mathematical finance Epistemology Statistics
287	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 Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2013-05-22 03:34:44 Mathematical finance Economics Financial economics RiskMetrics Autoregressive conditional heteroskedasticity Volatility Financial risk modeling Value at risk Historical simulation Statistics Financial risk Actuarial science
288	Unified Multi-name Credit-Equity Modeling: A Multivariate Time Change Approach Rafael Mendoza-Arriaga McCombs School of Business Joint work with: Vadim Linetsky Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 16:25:35 Finance Technical analysis Volatility Derivative Economics Mathematical finance Financial risk Financial economics
289	Conditional Density Models for Asset Pricing Lane P. Hughston Department of Mathematics Imperial College London London SW7 2AZ, United Kingdom [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 17:13:36 Lane P. Hughston Option Stochastic volatility Futures contract Volatility Risk-neutral measure Fokker–Planck equation Mathematical finance Financial economics Finance
290	Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-09-08 10:22:52 Economics Volatility Capital asset pricing model Stochastic volatility Eric Ghysels Valuation of options Black–Scholes Option Skewness risk Mathematical finance Financial economics Finance

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