Volatility swap

Results: 87



#Item
21Options / Interest rates / Investment / Swaption / United States housing bubble / Interest rate swap / Constant maturity swap / Swap / Derivative / Financial economics / Finance / Economics

Index absolute volatility, 183, 198n34 actual (realized) volatility, 421, 434–36, 497 adjusted payments, 24, 524

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-12 23:30:18
22Investment / Mathematical finance / Futures contract / Nikkei 225 / Put option / Variance swap / Call option / Moneyness / Volatility / Financial economics / Options / Finance

Microsoft Word - nikkei_stock_average_volatility_index_guidebook_en.doc

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Source URL: indexes.nikkei.co.jp

Language: English - Date: 2014-06-15 22:03:35
23Investment / Implied volatility / VIX / Volatility / Variance swap / Stochastic volatility / Foreign-exchange option / Black–Scholes / Hedge / Mathematical finance / Financial economics / Finance

Volatility Risk Premia and Exchange Rate Predictability y Pasquale DELLA CORTE Tarun RAMADORAI Lucio SARNO

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Source URL: www.hkimr.org.

Language: English - Date: 2013-10-24 23:21:58
24Causeway Bay / Cross-Harbour Tunnel / Hung Hom / Tunnel / Geography of China / Victoria Harbour / Hong Kong / Pearl River Delta

Chairman’s Message Financial Position combat the volatility of interest rates, the Company has entered into interest rate swap

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Source URL: www.westernharbourtunnel.com

Language: English - Date: 2012-11-09 23:30:56
25Economics / Volatility / Fannie Mae / Black–Scholes / Valuation of options / VIX / Risk / Monte Carlo methods for option pricing / Credit default swap / Mathematical finance / Financial economics / Finance

index 11-standard-deviation surprise, standard-deviation surprise, 79–84 ABX index, 88–91 accuracy, 63–68

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-18 12:41:56
26Economics / VIX / Stochastic volatility / Variance risk premium / Equity premium puzzle / Variance swap / Volatility / Valuation of options / Option / Mathematical finance / Financial economics / Finance

Working Paper/Document de travail[removed]Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics

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Source URL: www.bankofcanada.ca

Language: English - Date: 2013-04-23 11:00:52
27Economics / VIX / Volatility / Implied volatility / Financial risk / Variance swap / Chicago Board Options Exchange / Stock market index / Black–Scholes / Mathematical finance / Financial economics / Finance

Microsoft Word - WP No.22_2012.doc

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Source URL: www.hkimr.org

Language: English - Date: 2012-10-05 03:17:28
28Economics / VIX / Implied volatility / Volatility / Variance swap / Black–Scholes / Chicago Board Options Exchange / Option / Autoregressive conditional heteroskedasticity / Mathematical finance / Financial economics / Finance

Volatility and Skewness Indices Using State-Preference Pricing

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 19:45:41
29Investment / Foreign exchange market / Volatility / VIX / Implied volatility / Bond market / Financial market / Futures contract / Volatility smile / Mathematical finance / Financial economics / Finance

Box B: The Greek Private Sector Debt Swap

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Source URL: www.rba.gov.au

Language: English - Date: 2013-02-07 19:18:48
30Investment / Implied volatility / VIX / Volatility / Variance swap / Stochastic volatility / Foreign-exchange option / Black–Scholes / Hedge / Mathematical finance / Financial economics / Finance

Volatility Risk Premia and Exchange Rate Predictability y Pasquale DELLA CORTE Tarun RAMADORAI Lucio SARNO

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Source URL: www.hkimr.org

Language: English - Date: 2013-10-24 23:21:58
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