Volatility risk

Results: 760



#Item
661Options / Mathematical finance / Financial markets / Investment / Futures contract / Hedge / Derivative / Volatility / Short / Financial economics / Finance / Economics

The Price and Risk Effects of Options Introductions on the Nordic Markets

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Source URL: ec.europa.eu

Language: English - Date: 2012-05-31 06:34:29
662Options / Investment / Implied volatility / Local volatility / Volatility / Swaption / Valuation of options / Hedge / Model risk / Financial economics / Mathematical finance / Finance

Chapter 1 Theory and Practice of Option Modelling 1.1

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Source URL: media.wiley.com

Language: English - Date: 2007-10-05 18:43:26
663Options / Investment / Implied volatility / Volatility smile / Volatility / Black–Scholes / Futures contract / Financial risk / Derivative / Financial economics / Mathematical finance / Finance

Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor

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Source URL: www.ecb.europa.eu

Language: English - Date: 2011-10-28 10:31:22
664Statistics / Financial risk / Econometrics / Financial ratios / Investment / Autoregressive conditional heteroskedasticity / Robert F. Engle / Beta / Volatility / Mathematical finance / Economics / Financial economics

Asymmetric dynamics in the correlations of global equity and bond returns

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Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:20:06
665Options / Investment / Implied volatility / Volatility / Swaption / Black–Scholes / Stochastic volatility / Yield curve / Power reverse dual currency note / Financial economics / Mathematical finance / Finance

Assessing the compensation for volatility risk implicit in interest rate derivatives

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-01-31 11:31:50
666Ethics / Forecasting / Volatility / Time series / Economic model / Risk / Mathematical finance / Statistics / Management

ISF 2009 PROCEEDINGS I Organizing Committee

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Source URL: forecasters.org

Language: English - Date: 2012-10-29 08:52:40
667Statistics / Stochastic processes / Stochastic differential equations / Banking / Variance swap / Volatility / Forward contract / Risk-neutral measure / Futures contract / Mathematical finance / Finance / Financial economics

Optimal Hedging of Variance Derivatives John Crosby Centre for Economic and Financial Studies, Department of Economics, Glasgow University

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2010-12-04 14:14:55
668Technology / Openfield / South Kesteven / Email

Working with Farmers for Farmers Openprice. Helping you manage risk and volatility with your fertiliser requirements. Only a phone call away.

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Source URL: www.networkgrainuk.com

Language: English - Date: 2014-06-25 03:55:53
669Economics / Mathematical finance / Financial risk / Technical analysis / Volatility / Standard deviation / Risk / Yield curve / Insurance / Statistics / Financial economics / Actuarial science

ROAM ANSWER TO THE CONSULTATION PAPER N° 20 ROAM1 is a French professional trade body founded in 1855; its 43 members are all mutual insurance companies and its aim is to defend the members’ common interests. The tota

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Source URL: eiopa.europa.eu

Language: English - Date: 2010-09-06 07:11:56
670Financial risk / Financial economics / Mathematical finance / Data analysis / Autoregressive conditional heteroskedasticity / Time series analysis / Variance / Diversification / Sensitivity analysis / Statistics / Econometrics / Economics

Sensitivity analysis of volatility: a new tool for risk management

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Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:20:05
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