Volatility

Results: 3279



#Item
141Mathematical finance / Options / Applied mathematics / Statistics / Technical analysis / Economy / Stochastic volatility / Markov models / Volatility / Autoregressive conditional heteroskedasticity / Economic model / Markov chain

Penn Institute for Economic Research Department of Economics University of Pennsylvania 3718 Locust Walk Philadelphia, PA

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Source URL: economics.sas.upenn.edu

Language: English - Date: 2013-07-01 13:29:16
142Mathematical analysis / Statistics / Probability / Probability distributions / Mathematical finance / Options / Log-normal distribution / Volatility / Normal distribution / BlackScholes model / Option style / Gamma distribution

A CLOSED FORM APPROACH TO THE VALUATION AND HEDGING OF BASKET AND SPREAD OPTIONS Svetlana Borovkova0 , Ferry J. Permana and Hans v.d. Weide Key words: basket options, spread options, log-normal approximation, closed form

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:20
143Education / VUCA / Dog agility / Philosophy / Complexity / Educational technology / Knowledge / Volatility /  uncertainty /  complexity and ambiguity

Leading in a VUCA World SPQA, September 16, 2014  2013 Aspire Consulting, Inc. “May you live in interesting times.”

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Source URL: spqa-va.org

Language: English - Date: 2014-09-29 00:07:17
144Statistics / Mathematical finance / Probability / Mathematical analysis / Kurtosis / Volatility / Laplace distribution / Heavy-tailed distribution / BlackScholes model / Normal distribution / Capital asset pricing model / Probability distribution

doi:S0927

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2007-12-06 11:00:14
145Mathematical finance / Economy / Finance / Money / BlackScholes equation / BlackScholes model / Option / Volatility / Quantitative analyst / Futures contract / Geometric Brownian motion / Stochastic volatility

The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets,

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Source URL: www.econterms.com

Language: English - Date: 2005-11-27 20:20:53
146Finance / Money / Mathematical finance / Technical analysis / Economy / Options / VIX / Chicago Board Options Exchange / Exchange-traded fund / Volatility / Futures contract / Margin

OMB APPROVAL OMB Number: Estimated average burden hours per response

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Source URL: cdn.batstrading.com

Language: English - Date: 2015-03-20 17:11:10
147Finance / Money / Economy / Mathematical finance / Foreign direct investment / Technical analysis / Funds / Sovereign wealth fund / Sustainability / Alaska Permanent Fund / Volatility

A SOUND FISCAL FUTURE: Recommendations for the Sustainable Utilization and Management of Alaska’s Financial Assets Craig W. Richards, Attorney General Financial Opportunities Working Group

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Source URL: gov.alaska.gov

Language: English - Date: 2015-10-28 20:03:12
148Carbon finance / Emissions trading / Climate change policy / Mathematical finance / Regional Greenhouse Gas Initiative / Options / Climate change / Finance / Futures contract / Money / Implied volatility / Derivative

REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: THIRD QUARTER 2014 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

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Source URL: rggi.org

Language: English - Date: 2014-11-25 12:02:40
149Mathematical finance / Finance / Money / Economy / Volatility / Implied volatility / VIX / Variance risk premium / Beta / Capital asset pricing model / Financial risk / Market risk

Microsoft Word - Volatility-of-volatility Risk in Asset Pricing_tfc_1122

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:02:25
150Economy / Economics / Mathematical finance / Microeconomics / Technical analysis / Pricing / Volatility / Purchasing power parity / Inflation / Elasticity / Relative price / Demand

HONG KONG INSTITUTE FOR MONETARY RESEARCH CROSS-COUNTRY RELATIVE PRICE VOLATILITY: EFFECTS OF MARKET STRUCTURE Yin-wong Cheung and Eiji Fujii HKIMR Working Paper No

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Source URL: www.hkimr.org

Language: English - Date: 2012-09-25 21:23:32
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