Volatility risk

Results: 760



#Item
671Investment / Implied volatility / Volatility / Black–Scholes / Option / Futures contract / Financial risk / Derivative / Volatility smile / Financial economics / Mathematical finance / Finance

Modelling the implied probability of stock market movements

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Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:20:07
672Economics / Risk management / Solvency II Directive / European Insurance and Occupational Pensions Authority / Risk / Systemic risk / Volatility / Insurance / Own Risk and Solvency Assessment / Financial economics / Management / Actuarial science

LTGA national report Italy

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Source URL: www.ivass.it

Language: English - Date: 2013-06-17 11:40:59
673Finance / Options / Economics / European System of Central Banks / European Central Bank / Danmarks Nationalbank / Volatility smile / Black–Scholes / Havnegade / Mathematical finance / Financial economics / Central banks

Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices

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Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:20:06
674Finance / Mathematical finance / Systemic risk / Shadow banking system / Securitization / Basel II / Volatility / Late-2000s financial crisis / Capital requirement / Economics / United States housing bubble / Financial economics

Microsoft Word - Internet Appendix

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Source URL: www.revfin.org

Language: English - Date: 2014-03-05 14:48:21
675Finance / Implied volatility / European Insurance and Occupational Pensions Authority / Volatility / Market risk / Mathematical finance / Financial risk / Financial economics

Deadline[removed] CET Comments Template on CEIOPS-CP 70 Consultation Paper on the Draft L2 Advice on Calibration of the market risk module

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Source URL: eiopa.europa.eu

Language: English - Date: 2010-09-06 07:16:21
676Risk / Risk management / Financial risk / Actuarial science / Economy of the European Union / European Insurance and Occupational Pensions Authority / Volatility / Comment / Corporate finance / Mathematical finance / Management / Ethics

Deadline[removed] CET Comments Template on CEIOPS-CP 69 Consultation Paper on the Draft L2 Advice on Design of the equity risk sub-module

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Source URL: eiopa.europa.eu

Language: English - Date: 2010-09-06 07:16:13
677Management / Financial institutions / Institutional investors / Risk management / VIX / Risk / Insurance / Volatility / European Insurance and Occupational Pensions Authority / Investment / Mathematical finance / Financial economics

Focarelli_EIOPA_IRSG_12_12_2011

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Source URL: eiopa.europa.eu

Language: English - Date: 2012-02-13 04:01:41
678Financial risk / Economics / Options / Implied volatility / Actuarial science / Risk management / Volatility / Yield curve / Market risk / Financial economics / Mathematical finance / Finance

Deadline[removed] CET Comments Template on CEIOPS-CP 70 Consultation Paper on the Draft L2 Advice on Calibration of the market risk module

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Source URL: eiopa.europa.eu

Language: English - Date: 2010-09-06 07:16:20
679Finance / Risk / Economy of the European Union / European Insurance and Occupational Pensions Authority / European Union / Risk management / Market risk / Implied volatility / Calibration / Mathematical finance / Financial risk / Financial economics

Deadline[removed] CET Comments Template on CEIOPS-CP 70 Consultation Paper on the Draft L2 Advice on Calibration of the market risk module

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Source URL: eiopa.europa.eu

Language: English - Date: 2010-09-06 07:16:22
680Investment / Financial risk / Implied volatility / European Insurance and Occupational Pensions Authority / Volatility / Market risk / Beta / Hedge fund / Investment strategy / Financial economics / Mathematical finance / Finance

Deadline[removed] CET Comments Template on CEIOPS-CP 69 Consultation Paper on the Draft L2 Advice on Design of the equity risk sub-module

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Source URL: eiopa.europa.eu

Language: English - Date: 2010-09-06 07:16:13
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