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Volatility risk
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651	CREDIT BARRIER MODELS CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, OLIVER CHEN, AND ANDREI ZAVIDONOV A BSTRACT. The model introduced in this article is designed to provide a consistent representation for both the real-world an Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:18 Stochastic processes Finance Black–Scholes Credit default swap Variance gamma process Stochastic differential equation Credit rating agency Credit risk Implied volatility Mathematical finance Financial economics Statistics
652	Monetary Policy Risk and CMS Spreads Claudio Albanese † Manlio Trovato Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Finance Stochastic volatility Volatility Markov chain Local volatility Stochastic drift Implied volatility Mathematical finance Statistics Financial economics
653	Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry Eric Ghysels UNC and CEPR ∗ Add to Reading List Source URL: www.cass.city.ac.uk Language: English - Date: 2015-03-02 11:00:28 Mathematical finance Investment Financial risk Econometrics Skewness Modern portfolio theory Volatility Quantile Median Statistics Financial economics Economics
654	International Capital Markets Structure, Preferences and Puzzles: A “US-China World” G.M. CAPORALE, M. DONADELLI and A. VARANI∗ Abstract A canonical two country-two good model with standard preferences typically fa Add to Reading List Source URL: www.cass.city.ac.uk Language: English - Date: 2015-03-02 11:01:24 International finance Financial economics Finance Backus–Kehoe–Kydland puzzle Equity premium puzzle Backus–Smith puzzle Volatility Financial risk Stochastic volatility Economic puzzles Economics Mathematical finance
655	DAEFI Philippe Trainar May 16, 2006 R EGULATORY CAPITAL ON INSURERS ’ ASSET ALLOCATION Add to Reading List Source URL: eiopa.europa.eu Language: English - Date: 2010-09-06 07:11:16 Investment Mathematical finance Financial markets Financial risk Asset allocation Diversification Volatility Capital asset pricing model Rebalancing investments Financial economics Finance Economics
656	[removed]Final KID SRRI methodology for publication Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2010-06-03 11:12:51 Mathematical finance Financial ratios Financial risk Financial services Asset allocation Undertakings for Collective Investment in Transferable Securities Directives Volatility Rate of return Portfolio Financial economics Investment Finance
657	Efficient Numerical PDE Methods to Solve Calibration and Pricing Problems in Local Stochastic Volatility Models Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Manag Add to Reading List Source URL: math.ut.ee Language: English - Date: 2014-06-13 01:20:50 Investment Local volatility Stochastic volatility Volatility VIX Implied volatility Option Volatility smile Mathematical finance Financial economics Finance
658	Key messages on the EIOPA report on Long-Term Guarantees Assessment Add to Reading List Source URL: www.insuranceeurope.eu Language: English - Date: 2013-08-08 13:19:21 Mathematical finance Financial risk Financial institutions Institutional investors Solvency II Directive Bond Volatility Insurance Solvency ratio Finance Financial economics Economics
659	JOT AD The Voices of Influence \| iijournals.com Add to Reading List Source URL: www.iinews.com Language: English Investment Mathematical finance Stock market Volume-weighted average price Financial risk Trading strategy Liquidity risk Futures contract Volatility Financial economics Financial markets Finance
660	Characterizing very high uncertainty episodes Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-02-19 03:57:44 Knowledge Cognition Measurement Uncertainty VIX Macroeconomics Macroeconomic model Risk Volatility Statistics Economics Mathematical finance

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