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Volatility risk
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641	Global Financial Stability Report, September[removed]Chapter 3: Financial Asset Price Volatility: A Source of Instability? Add to Reading List Source URL: www.imf.org Language: English - Date: 2005-06-24 12:18:43 Investment Volatility Financial risk Bond market Volatility smile Implied volatility Mathematical finance Financial economics Finance
642	Microsoft Word - Summary GFSR Chapter[removed]_English_.DOC Add to Reading List Source URL: www.imf.org Language: English - Date: 2007-09-21 17:06:39 Finance Economics Mathematical finance Market risk Volatility Risk Hedge fund Hedge Value at risk Financial economics Financial risk Actuarial science
643	EQUITY VALUATIONS AND IMPLIED VOLATILITY INDICES May 2014 www.firstquadrant.com Ed Peters, Partner and Jesse Davis, CFA, Director Add to Reading List Source URL: www.firstquadrant.com Language: English - Date: 2014-05-21 12:07:29 Economics VIX Implied volatility Stock valuation Volatility Beta P/E ratio Financial risk Valuation Mathematical finance Finance Financial economics
644	Global Calibration Claudio Albanese 1 September 13, 2009 Abstract Current technology advances in computer engineering broaden substantially the realm of possibilities in the art of risk management of derivative portfolio Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:20 Options Quantitative analyst Stochastic volatility Derivative Black–Scholes Short-rate model Model risk Foreign-exchange option Economic model Financial economics Mathematical finance Finance
645	A Disaster Waiting to Happen Robert MacRae and Chris Watkins Estimating the future risk of a portfolio is one of the basic tasks of financial analysis. Portfolio risk estimation is widely applied, for example in: · Esti Add to Reading List Source URL: www.cs.rhul.ac.uk Language: English - Date: 2011-03-21 12:29:12 Finance Actuarial science Economics Volatility Risk Value at risk RiskMetrics Implied volatility Financial economics Mathematical finance Financial risk
646	RE S E A R C H PA P E R Q U A N T I T A T I V E F I N A N C E V O L U M E[removed]–338 INSTITUTE O F PHYSICS PUBLISHING quant.iop.org Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:24 Mathematical finance Fourier analysis Financial risk Unitary operators Actuarial science Normal distribution Black–Scholes Volatility Convolution Mathematical analysis Statistics Mathematics
647	([FKDQJH5DWH9DULDELOLW\ DQG (87UDGH E\ .KDOLG6HNNDW Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2013-12-18 10:53:00 Foreign exchange market Exchange rate International trade Macroeconomics Volatility Fixed exchange-rate system Monetary policy Financial risk European Exchange Rate Mechanism Economics Mathematical finance International economics
648	Microsoft Word - tables in word for JIMF2.doc Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-11-10 10:03:36 Economics Volatility Financial risk Capital asset pricing model Futures contract Equity premium puzzle Real exchange-rate puzzles Mathematical finance Financial economics Finance
649	Risk Aversion and Monetary Policy: Some Thoughts Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-07-09 09:54:07 Finance Actuarial science Financial risk VIX Behavioral finance Precautionary savings Volatility Implied volatility Risk Mathematical finance Financial economics Economics
650	A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE ´ CLAUDIO ALBANESE AND ALEKSANDAR MIJATOVIC Abstract. It is a widely recognised fact that risk-reversals play a central role in pricing of derivatives Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:20 Options Finance Stochastic processes Markov models Technical analysis Volatility Stochastic volatility Local volatility Markov chain Mathematical finance Statistics Financial economics

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