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Volatility risk
Results: 760

#	Item
721	VIX Futures and Options – A Case Study of Portfolio Diversification During the 2008 Financial Crisis. Edward Szado, CFA1 August 2009 Add to Reading List Source URL: www.cboe.com Language: English - Date: 2010-02-05 14:27:07 Mathematical finance VIX Financial risk Stock market Fear index Chicago Board Options Exchange Implied volatility Stock market index Volatility Financial economics Finance Investment
722	Bibliography [1] C. Alexander, Principal component analysis of implied volatility and skews, ISMA Centre Discussion Paper in Finance 2000–[removed]C. Alexander, Market Models: a Guide to Financial Data Analysis, Wiley, Add to Reading List Source URL: www.markjoshi.com Language: English - Date: 2009-01-27 19:13:55 Finance Swaption Monte Carlo methods in finance Black–Scholes Implied volatility Interest rate derivative LIBOR market model Stochastic volatility Model risk Mathematical finance Financial economics Options
723	Assignable problems for the Concepts and Practice of Mathematical Finance Mark Joshi September 18, 2013 Please note that I have no intention of distributing solutions for these problems. This is to allow those using the Add to Reading List Source URL: www.markjoshi.com Language: English - Date: 2013-09-18 02:08:29 Investment Mathematical finance Black–Scholes Implied volatility Futures contract Call option Moneyness Risk-neutral measure Hedge Financial economics Options Finance
724	Twenty First International Conference FORECASTING FINANCIAL MARKETS: ADVANCES FOR EXCHANGE RATES, INTEREST RATES AND ASSET MANAGEMENT Marseille, 21, 22 and 23 May 2014 Add to Reading List Source URL: www.aea-eu.com Language: English - Date: 2014-03-19 06:24:50 Technical analysis Volatility Market risk Forecasting Foreign exchange market Futures contract Finance Financial market Mathematical finance Statistics Financial economics
725	Understanding Volatility Risk John Y. Campbell Harvard University EFMA Reading June[removed] Add to Reading List Source URL: www.efmaefm.org Language: English - Date: 2013-08-22 18:01:42 Investment Capital asset pricing model Beta Volatility Equity premium puzzle Stochastic volatility Hedge VIX Financial economics Mathematical finance Finance
726	TH ) Do we know if a short selling ban or a Tobin Tax result in more stable asset prices? Or do they in fact make things worse? Just like medicine regulatory measures in financial markets aim at improving Add to Reading List Source URL: www.medicine-science.net23.net Language: English - Date: 2013-02-01 02:05:12 Mathematical finance Financial markets Financial ratios International taxation Taxation Tobin tax Risk Volatility Short Financial economics Finance Economics
727	The VIX, the variance rremium and stock market volatility Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-05-14 08:46:59 Economics VIX Variance risk premium Volatility Variance swap Implied volatility Realized variance Autoregressive conditional heteroskedasticity Variance Mathematical finance Finance Financial economics
728	Growth and risk: The role of financial markets Alexander Popov (European Central Bank) 14th Annual International Banking Conference Add to Reading List Source URL: www.chicagofed.org Language: English - Date: 2011-12-01 12:04:09 Volatility Bond market Investment Mathematical finance Financial economics Finance
729	USC FBE FINANCE SEMINAR presented by Joshua Coval THURSDAY, April 2, [removed]:30 pm – 1:55 pm, Room: JKP-202 The Pricing of Investment Grade Credit Risk Add to Reading List Source URL: www.usc.edu Language: English - Date: 2009-04-01 16:01:23 Mathematical finance United States housing bubble Options Collateralized debt obligation Implied volatility Volatility smile Credit default swap Credit derivative Capital asset pricing model Financial economics Finance Investment
730	Conditions for Survival: changing risk and the performance of hedge fund managers and CTAs Stephen J. Brown, NYU Stern School of Business William N. Goetzmann, Yale School of Management James Park, PARADIGM Capital Manag Add to Reading List Source URL: www.edge-fund.com Language: English - Date: 2005-10-27 16:53:21 Financial services Mathematical finance Hedge fund Commodity trading advisor Volatility David Hsieh Investment management Leverage Performance fee Financial economics Finance Investment

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