Microsoft Word - FAJ_Submission_Anonymous_LOPpairstrading_10February2009.docx

Source URL: www.fma.org

• Finance
• Money
• Economy
• Investment
• Financial markets
• Mathematical finance
• Pairs trade
• Statistical arbitrage
• Long-Term Capital Management
• Trading strategy
• Volatility
• Hedge fund

Volatility modelling: decoupling the short- and long-term behavior of stochastic volatility Mikkel Bennedsen∗, Asger Lunde†, Mikko S. Pakkanen‡ January 10, 2016 Abstract

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

• Mathematical finance
• Statistics
• Applied mathematics
• Probability
• Volatility
• Stochastic volatility
• Implied volatility
• Realized variance
• Fractional Brownian motion
• Normal distribution

Journal of Economics, Business and Management CONTENTS Volume 4, Number 4, April 2016 The Study of the Long Memory in Volatility of Renewable Energy Exchange-Traded Funds (ETFs252 Maya Malinda and Chen Jo

Source URL: www.icemm.org

Fitting volatility skews and smiles with analytical stock-price models  Damiano Brigo Fabio Mercurio

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

• Mathematical finance
• Options
• Applied mathematics
• Economy
• Finance
• Volatility smile
• Damiano Brigo
• Fabio Mercurio
• Volatility
• BlackScholes model
• Implied volatility
• Greeks

“SA-IJCB160011-Article-3-Discussion” — — page 1 — #1 Discussion of “Options-Implied Probability Density Functions for Real Interest Rates” 

Source URL: www.ericswanson.us

• Mathematical finance
• Options
• Applied mathematics
• Economy
• Finance
• Volatility
• Implied volatility
• BlackScholes model
• Moneyness
• Financial economics

Getting the Most Out of Macroeconomic Information for Predicting Stock Returns and Volatility ∗ Cem C ¸ akmaklı†

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

• Statistics
• Regression analysis
• Econometrics
• Linear regression
• Volatility
• Stepwise regression
• Economic model
• Forecasting
• Prediction
• Economic forecasting
• Predictive analytics
• Unit-weighted regression

focus on climate change | 2013 Ya Wen and Rüdiger Kiesel Modelling the market price of risk for emission

Source URL: www.dahrendorf-forum.eu

• Climate change policy
• Carbon finance
• Climate change
• Emissions trading
• Mathematical finance
• Natural environment
• Environmental policy
• European Union Emission Trading Scheme
• Renewable energy law
• Implied volatility
• Finance
• Option

Horizon-specific macroeconomic risks and the cross section of expected returns ∗† Martijn Boons‡ and Andrea Tamoni§

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

• Mathematical finance
• Finance
• Money
• Economy
• Beta
• Risk
• Volatility
• Value at risk

WHARTON REAL ESTATE REVIEW SPRINGSafety in Renting () is an associate professor of real estate and business and public policy at the Wharton School. TODD SINAI

Source URL: realestate.wharton.upenn.edu

• Mathematical finance
• Technical analysis
• Real estate
• Real estate bubble
• Volatility
• Real estate economics
• Financial risk
• Renting
• Economy
• Finance
• Money
• Causes of the United States housing bubble

This article was downloaded by: [On: 18 July 2016, At: 23:35 Publisher: Institute for Operations Research and the Management Sciences (INFORMS) INFORMS is located in Maryland, USA Management Science Publi

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

• Statistics
• Mathematical finance
• Probability
• Mathematical analysis
• Stochastic processes
• Technical analysis
• Options
• Probability distributions
• Volatility
• VIX
• Stochastic volatility
• Jump diffusion