Volatility

Results: 3279



#Item
171Finance / Money / Economy / Financial markets / Mathematical finance / Stock market / Algorithmic trading / Technical analysis / High-frequency trading / Volatility / Yield curve / Market liquidity

High-Frequency Cross-Market Trading: Model Free Measurement and Applications This version: March 1, 2016 Preliminary and Incomplete Dobrislav Dobreva , Ernst Schaumburgb,∗

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

Language: English - Date: 2016-07-08 00:10:17
172Mathematical finance / Finance / Economy / Money / Stochastic discount factor / BlackScholes model / Stochastic volatility / Volatility / Girsanov theorem / HullWhite model

ECONOMETRIC SPECIFICATIONS OF STOCHASTIC DISCOUNT FACTOR MODELS C. GOURIEROUX (1)

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

Language: English - Date: 2009-01-27 08:16:48
173Mathematical finance / Applied mathematics / Finance / Statistics / Stochastic volatility / Volatility / Futures contract / Latent variable / Implied volatility / Volatility smile

HONG KONG INSTITUTE FOR MONETARY RESEARCH RETURN, TRADING VOLUME, AND MARKET DEPTH IN CURRENCY FUTURES MARKETS Ai-ru (Meg) Cheng and Yin-Wong Cheung HKIMR Working Paper No

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Source URL: www.hkimr.org

Language: English - Date: 2012-09-25 06:12:36
174Mathematical finance / Futures contract / Autoregressive conditional heteroskedasticity / Hedge / Market risk / Derivative / Stock market index future / Volatility / Currency future / Stochastic volatility / Certificate in Quantitative Finance

Microsoft Word - TEXT_update_MRS.doc

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:20
175Quantum states / Quantum mechanics / Mathematical finance / Wave function / Waves / Oscillation / Harmonic oscillator / Mathematical formulation of quantum mechanics / Volatility / Introduction to quantum mechanics

J Syst Sci Complex: 187–200 QUANTUM FINANCIAL ECONOMICS — RISK AND RETURNS GONCALVES Carlos Pedro

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Source URL: capp.iscsp.ulisboa.pt

Language: English - Date: 2016-06-16 09:41:44
176Ethanol fuel / Ethanol / Bread / Commodity market / Corn ethanol / Food

ABA Top Policy Priorities 1. Volatility in the Commodity Futures Market - Commodity market volatility remains high due to the influence of index funds in the markets and the impact of the 2012 drought. ABA played an inte

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Source URL: ww.americanbakers.org

Language: English - Date: 2015-07-25 00:45:21
177Financial markets / Financial economics / United States housing bubble / Investment / Financial services / Bond / High-yield debt / Financial risk / Valuation / Investment management / Risk / Corporate bond

Fund Managers, Career Concerns, and Asset Price Volatility

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Source URL: personal.lse.ac.uk

Language: English - Date: 2015-09-08 17:44:49
178Actuarial science / Financial risk / Mathematical finance / RiskMetrics / Quantitative analyst / Risk measure / Risk / Market risk / Value at risk / Asset liability management / Volatility / Derivative

RiskMetrics Technical Document - Fourth Edition 1996, December

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Source URL: www.faculty.idc.ac.il

Language: English - Date: 2009-02-19 08:22:45
179Financial services / Personal finance / Employment compensation / Pension / Volatility / Financial risk

Pension_Reform_New...

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Source URL: rockinst.org

Language: English - Date: 2016-07-19 08:34:55
180Mathematical finance / Options / Swaption / Interest rate derivative / LIBOR market model / Interest rate swap / Interest rate cap and floor / Volatility / Swap / Derivative / Range accrual / Implied volatility

An Empirical Analysis of the Swaption Cube Anders B. Trolle Ecole Polytechnique F´ed´erale de Lausanne and Swiss Finance Institute Eduardo S. Schwartz UCLA Anderson School of Management and NBER Abstract

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

Language: English - Date: 2010-11-16 03:17:42
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