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Volatility risk
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#	Item
621	PDF Document Add to Reading List Source URL: www.cassknowledge.com Language: English - Date: 2014-04-22 08:58:00 Mathematical finance Financial risk Financial markets Investment Stock market index Diversification Volatility Capital asset pricing model Modern portfolio theory Financial economics Finance Economics
622	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2005-12-05 10:54:01 Mathematical finance Money Inflation Interest rates Real interest rate Business cycle Money supply Volatility Financial risk Economics Macroeconomics Monetary policy
623	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-04-26 14:27:19 Actuarial science Mathematical sciences Value at risk Vector autoregression Fat-tailed distribution Risk Volatility Mixture model Estimation theory Statistics Financial risk Mathematical finance
624	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-07-16 11:28:35 Actuarial science Econometrics Time series analysis Value at risk Autoregressive conditional heteroskedasticity Vector autoregression Volatility Standard deviation Variance Statistics Mathematical finance Financial risk
625	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2007-10-29 09:52:23 Investment Stochastic volatility Implied volatility Interest rate cap and floor Volatility Yield curve Financial risk Capital asset pricing model Insurance Financial economics Mathematical finance Finance
626	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2008-11-17 14:39:00 Economics Merton Model Credit default swap Black–Scholes Option Derivative Autoregressive conditional heteroskedasticity Volatility Model risk Financial economics Mathematical finance Finance
627	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2005-12-19 11:37:25 Investment Merton Model Volatility Stochastic volatility Credit default swap Credit derivative Yield spread Financial risk Volatility smile Mathematical finance Financial economics Finance
628	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2003-08-26 09:45:31 Statistics Volatility Implied volatility Stochastic volatility Heston model Autoregressive conditional heteroskedasticity Financial risk Volatility smile VIX Mathematical finance Financial economics Finance
629	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-09-12 18:02:00 Options Investment Stochastic volatility Volatility Implied volatility Black–Scholes Financial risk Local volatility VIX Mathematical finance Financial economics Finance
630	Essays in Asset Pricing and the Econometrics of Risk by Bryan T. Kelly A dissertation submitted in partial fulfillment Add to Reading List Source URL: www.amstat.org Language: English - Date: 2011-08-19 07:11:01 Economics Finance Financial risk Investment Financial markets Beta Volatility Robert F. Engle Risk Financial economics Mathematical finance Actuarial science

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