Stock Price Booms and Expected Capital Gains1 Klaus Adam University of Mannheim & CEPR Albert Marcet Institut d’Anàlisi Econòmica (CSIC), ICREA, UAB, MOVE, Barcelona GSE & CEPR

Source URL: adam.vwl.uni-mannheim.de

• Mathematical finance
• Valuation
• Behavioral finance
• Stock market
• Fellows of the Econometric Society
• Robert J. Shiller
• Share price
• Economic bubble
• Quantitative analyst
• Futures contract
• Volatility
• Investment management

The return of volatility, coupled with regulatory change, has challenged the titans of the German market, allowing foreign competitors to muscle in. By Louie Woodall A crowded field E

Source URL: cbcm.commerzbank.com

• Primary dealers
• Financial markets
• Investment banks
• Financial services
• Stock market
• Risk
• UBS
• Foreign exchange market
• Derivative
• Over-the-counter
• Investment banking
• Structured product

The Department of Economic and Technological Change of the Center for Development Research, University of Bonn (Prof. Joachim von Braun) invites applications for the position of a Postdoctoral Researcher (E 13/14; 100%)

Source URL: www.iaae-agecon.org

• Agricultural economics
• Food industry
• Economics
• Volatility

CASE STUDY III EVALUATING MODEL RISK WITHIN THE BLACK–SCHOLES FRAMEWORK Limiting Model Risk by

Source URL: www.fam.tuwien.ac.at

• Mathematical finance
• Options
• Statistics
• Economy
• Applied mathematics
• Stochastic processes
• BlackScholes model
• Equations
• Stock market
• Volatility
• Normal distribution
• Brownian motion

Chart of the day Buy the Vix index ? One should always buy volatility when its low. Like an insurance. Furthermore we believe that one should take advantage of this great trading instrument. Currently the worst case is -

Source URL: www.gsbanque.ch

• Mathematical finance
• Technical analysis
• Stock market
• VIX
• Volatility
• Prospectus
• Day trading

Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting First version: November 26, 2014 This version: March 10, 2015 Tim Bollersleva , Andrew J. Pattonb , Rogier Quaedvliegc, a

Source URL: public.econ.duke.edu

MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t

Source URL: www.fam.tuwien.ac.at

• Mathematical finance
• Applied mathematics
• Economy
• Finance
• BlackScholes model
• Implied volatility
• Stochastic volatility
• Risk-neutral measure
• Volatility
• Option
• Quantitative analyst
• Brownian motion

CENTRAL BANK OF ICELAND A Dynamic Factor Model for Icelandic Core Inflation By Bjarni G. Einarsson

Source URL: www.cb.is

• Economy
• Price indices
• Statistics
• Summary statistics
• Data
• Inflation
• Mathematical finance
• Core inflation
• Technical analysis
• Consumer price index
• Volatility
• Standard deviation

Non- and Semiparametric Volatility and Correlation Models - Economic Sources of Volatility, Risk Decomposition and Financial CrisesUniversity of Paderborn

Source URL: groups.uni-paderborn.de

2016 Gateway Active Index-Option Overwrite Composite (Low-Volatility Equity) FACTSHEET

Source URL: www.gia.com