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Volatility
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221	Research in International Business and Finance–251 Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany Niklas Wagner a,∗ , Alexander Szimayer b a Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2010-04-05 09:28:57 Mathematical finance Volatility VIX Implied volatility Stochastic volatility VDAX Stock market index Moneyness Volatility smile S&P/ASX 200 VIX
222	Why portfolio theory is wrong “Suffice it to say that volatility and risk are not the same thing, but that for reasons which remain obscure most of the investment world chooses to treat them as if they are. The only o Add to Reading List Source URL: thepriceofeverything.typepad.com Language: English - Date: 2016-06-06 03:58:57 Mathematical finance Investment Financial risk Financial economics Financial markets Beta Efficient-market hypothesis Modern portfolio theory Volatility Value investing Finance Capital asset pricing model
223	Financial Market Liquidity: Who Is Acting Strategically? ∗ Serge Darolles† Gaëlle Le Fol∗ Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:05:43 Financial markets Mathematical finance Stock market Market liquidity Liquidity risk High-frequency trading Liquidity premium Volatility Financial risk Day trading Statistical arbitrage Liquidity crisis
224	Market Price of Risk Specifications for Aﬃne Models: Theory and Evidence∗ Patrick Cheridito† Damir Filipovi´c‡ Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2005-09-15 11:12:23 Mathematical finance Volatility Stochastic volatility Risk-neutral measure Normal distribution Economic model Yield curve
225	Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi University of Warwick Walter Distaso Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2011-01-28 05:36:55 Mathematical finance VIX Volatility Stochastic volatility Variance swap Rational pricing Financial risk Stock market index Option Implied volatility Volatility smile
226	www.axioma.com US & Canada: +1 212−991−4500 Europe: +−7856−2424 Asia : +−2790 Add to Reading List Source URL: www.axioma.com Language: English - Date: 2016-08-19 05:02:54 Investment Mathematical finance Technical analysis Economic development Axioma Financial risk Emerging markets Developed market Volatility VIX
227	ANDREA BUGIN Date and Place of Birth: Nov. 4, 1970 in Dolo (Venice), Italy Nationality: Italian. Permanent Address: via Pancaldo, Milano (MI) Add to Reading List Source URL: www.assiomforex.it Language: English - Date: 2014-03-18 04:22:00 Mathematical finance Bocconi University Finance Banca IMI Corporate finance Volatility
228	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FIRST QUARTER 2016 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By: Add to Reading List Source URL: rggi.org Language: English - Date: 2016-05-25 11:30:54 Carbon finance Emissions trading Regional Greenhouse Gas Initiative Mathematical finance Futures contract Option Derivative Implied volatility Open interest European Union Emission Trading Scheme
229	The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study Robert W. Faff a * and Michael D. McKenzie a Abstract Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English Mathematical finance Technical analysis Econometrics Futures contract Autoregressive conditional heteroskedasticity Seasonality Volatility Stock market index future Futures exchange VIX
230	A General Framework for Pricing Asian Options Under Markov Processes Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2015-07-02 21:04:44 Options Stochastic processes Mathematical finance Asian option BlackScholes model Continuous-time Markov chain Barrier option Stochastic volatility Markov process Jump process

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