Volatility

Results: 3279



#Item
91Mathematical finance / Options / Economy / Applied mathematics / Finance / Volatility smile / Volatility / Implied volatility / Foreign exchange option / Moneyness / BlackScholes model / Financial economics

- 2012 #15 NBIM Discussion NOTE Modelling the implied tail risk of foreignexchange positions

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Source URL: dmmn26wgpgtie.cloudfront.net

Language: English - Date: 2016-07-22 21:10:43
92Mathematical finance / Applied mathematics / Economy / Academia / Volatility / Autoregressive conditional heteroskedasticity / Stochastic volatility / Implied volatility

Microsoft Word - EBVM13docx

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Source URL: www.nccr-finrisk.uzh.ch

Language: English - Date: 2016-02-22 11:42:31
93Mathematical finance / Economy / Applied mathematics / Finance / Volatility / Stochastic volatility / OrnsteinUhlenbeck process / Benchmark / CoxIngersollRoss model / International Petroleum Exchange / Volatility smile / Implied volatility

A Hidden Markov Stochastic Volatility Model for Energy Prices Robert J. Elliott∗ Tao Lin† Hong Miao‡ To describe the complex behavior of energy prices, we propose a stochastic volatility model, where

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:21
94Economy / Mathematical finance / Finance / Money / Financial markets / Technical analysis / Options / Volatility / Implied volatility / Futures contract / Hedge / Speculation

Microsoft PowerPoint - Managing Volatility & Risk to enhance cashflows in the Agribusiness Supply Chain Birkbeck Geman 2012

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Source URL: www.bbk.ac.uk

Language: English - Date: 2012-08-20 10:29:31
95Economy / Money / Finance / Mathematical finance / Investment / Inflation / Monetary economics / Technical analysis / Deflation / Monetary policy / Bond / Volatility

PREPARING FOR INFLATION AN OUTLOOKAPRIL 2016 “While relative calm reigns at

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Source URL: www.7im.co.uk

Language: English - Date: 2016-04-22 09:47:15
96Mathematical analysis / Analysis / Statistics / Mathematical finance / Technical analysis / Estimation theory / M-estimator / Robust regression / Volatility / Distribution / Multilateral trading facility / Limit

The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market: Online Appendices∗ Lena K¨orber† London School of Economics Bank of England

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Source URL: www.statistik.uni-bonn.de

Language: English - Date: 2015-10-23 03:54:17
97Mathematical finance / Technical analysis / Exchange-traded fund / Volatility

2015 IEDRC SEOUL CONFERENCES SCHEDULE Seoul, South Korea March 08-09, 2015

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Source URL: www.ijimt.org

Language: English - Date: 2015-02-25 02:40:32
98Statistics / Mathematical analysis / Probability / Mathematical finance / Stochastic processes / Options / Markov models / Autoregressive conditional heteroskedasticity / Time series analysis / Stochastic volatility / Markov chain / Time series

Studies in Nonlinear Dynamics & Econometrics Volume 10, Issue

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:13:32
99Economy / Economics / International finance / International trade / Economic puzzles / Mathematical finance / Technical analysis / Elasticity of intertemporal substitution / Volatility / Global financial system / Open economy / Monetary policy

Long Run Risk in a World Economy

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Source URL: www.macfinrobods.eu

Language: English - Date: 2016-06-07 05:21:27
100Economy / Finance / Money / Investment / Financial economics / Financial markets / Economy of the United States / Valuation / Market trend / Market timing / Financial crisis of 20072008 / Asset allocation

Insights DECEMBER 2014 Fight or flight: thoughts on recent market volatility

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Source URL: www.qmassociates.com

Language: English - Date: 2015-10-06 09:58:02
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