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Volatility
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181	RFS Advance Access published February 5, 2014 Frog in the Pan: Continuous Information and Momentum Zhi Da University of Notre Dame Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2014-02-06 09:12:26 Mathematical finance Financial markets Technical analysis Investment Behavioral finance Momentum Rate of return FamaFrench three-factor model Volatility
182	Downside Risk Alert Frequently Asked Questions This document is quite long, but we prefer to provide answers to common questions in a single document. We encourage you to read the entire document. But if time is short, b Add to Reading List Source URL: www.revelationir.com Language: English - Date: 2016-07-01 12:23:01 Mathematical finance Financial risk Actuarial science Fundamental analysis Financial ratios Beta Downside risk Volatility Risk Value at risk Quantitative analyst Post-modern portfolio theory
183	Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi† Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:30:24 Mathematical finance Risk-neutral measure Implied volatility Financial economics Numraire Futures contract Volatility BlackScholes model Forward measure
184	Computational Finance: Opportunities and challenges for AD Mike Giles Oxford University Mathematical Institute Add to Reading List Source URL: www.autodiff.org Language: English - Date: 2008-08-29 02:28:58 Mathematical finance Stochastic processes Options Stochastic calculus Equations Stochastic differential equation Stochastic volatility BlackScholes model Quantitative analyst Volatility Geometric Brownian motion Computational finance
185	PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORT Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:16:48 Mathematical finance Options BlackScholes model Moneyness Local volatility Volatility Laplace distribution Stochastic volatility Normal distribution Implied volatility Volatility smile
186	Multifrequency News and Stock Returns ∗ Laurent E. Calvet and Adlai J. Fisher This version: September 27, 2006 Abstract Aggregate stock prices are driven by shocks with persistence levels ranging from Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:14:59 Mathematical finance Options Technical analysis Volatility Stock market Stochastic volatility Equity premium puzzle
187	THE BINOMIAL OPTION PRICING MODEL The Binomial Option Pricing Model The authors consider the case of option pricing for a binomial process—the first in a series of articles in Financial Engineering. by Simon Benninga Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Options Mathematical finance BlackScholes model Risk-neutral measure Put option Call option Volatility Binomial options pricing model Lattice model
188	SDEM SuperDividend® Emerging Markets ETF KEY FEATURES Add to Reading List Source URL: www.globalxfunds.com Language: English - Date: 2016-07-18 11:34:40 Mathematical finance Exchange-traded funds Financial ratios Investment Financial markets Beta Rate of return Volatility Source UK Services
189	Frank Capital Partners LLC Frank Value Fund Third Quarter, 2004 Add to Reading List Source URL: frankfunds.com Language: English - Date: 2014-09-04 14:35:27 Investment Financial risk Mathematical finance Financial services Valuation Investment management Volatility Value investing NASDAQ
190	Asymmetric Volatility Risk: Evidence from Option Markets ⇤ Jens Jackwerth Grigory Vilkov Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-02-04 04:12:07 Mathematical finance Options Technical analysis VIX Implied volatility Volatility smile Volatility Stochastic volatility Moneyness BlackScholes model Copula S&P/ASX 200 VIX

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