Volatility

Results: 3279



#Item
781International economics / International trade / International relations / Cultural geography / Economic geography / Access / Free trade / Volatility / Network theory / Business / Economics / Globalization

Trade Networks, Volatility, and Compensation Julia Gray Assistant Professor Department of Political Science

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Source URL: ncgg.princeton.edu

Language: English - Date: 2008-11-10 22:03:04
782Economics / VIX / Volatility / Implied volatility / Financial risk / Variance swap / Chicago Board Options Exchange / Stock market index / Black–Scholes / Mathematical finance / Financial economics / Finance

Microsoft Word - WP No.22_2012.doc

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Source URL: www.hkimr.org.

Language: English - Date: 2012-10-05 03:17:28
783Jim Gatheral / Finance / Science / Baruch College / Volatility / Implied volatility / Computational finance / Quantitative analyst / Bruno Dupire / Mathematical finance / Mathematical sciences / Year of birth missing

Join us at the OptionMetrics Research Conference! October 20, 2014 in New York, NY Register now for a discounted rate! Early bird registration ends on September 25th! OptionMetrics cordially invites you to attend the 201

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Source URL: www.efmaefm.org

Language: English - Date: 2014-10-11 14:00:01
784Economics / Autoregressive conditional heteroskedasticity / Stochastic volatility / Asian option / TVR / Reinforcement learning / Normal distribution / LSm / Economic model / Options / Financial economics / Statistics

Policy Iteration for Learning an Exercise Policy for American Options Yuxi Li, Dale Schuurmans Department of Computing Science, University of Alberta Abstract. Options are important financial instruments, whose prices

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Source URL: webdocs.cs.ualberta.ca

Language: English - Date: 2008-09-08 12:22:02
785Futures contract / Real versus nominal value / Commodity / Price index / Volatility / Economics / Terminology / Inflation

IMF Stafff Papers, Vol. 49. No. 2, July 2002

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Source URL: www.imf.org

Language: English - Date: 2002-09-20 15:11:17
786Mathematical finance / Probability theory / Behavioral finance / Technical analysis / Volatility / Fat-tailed distribution / Stable distribution / Kurtosis / Normal distribution / Statistics / Financial economics / Probability and statistics

Macroeconomic Dynamics, 4, 2000, 170–196. Printed in the United States of America. HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS RAMA CONT

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Source URL: www.cmap.polytechnique.fr

Language: English - Date: 2004-04-17 17:22:55
787Options / Finance / Stochastic processes / Fourier analysis / Heston model / Black–Scholes / Fourier transform / Implied volatility / Stochastic volatility / Mathematical finance / Mathematical analysis / Financial economics

FOURIER TRANSFORMS, OPTION PRICING AND CONTROLS MARK JOSHI AND CHAO YANG Abstract. We incorporate a simple and effective control-variate into Fourier inversion formulas for vanilla option prices. The control-variate used

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:14:54
788Financial economics / Statistics / Technical analysis / Volatility / Algorithmic trading / Trading strategy / Variance / Implementation shortfall / Variance swap / Mathematical finance / Financial markets / Finance

Adaptive Arrival Price Robert Almgren∗ and Julian Lorenz∗∗ April 27, 2006 Abstract Electronic trading of equities and other securities makes heavy use

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Source URL: www.cims.nyu.edu

Language: English - Date: 2006-09-09 11:43:24
789Economics / Economic theories / Technical analysis / Volatility / Fiscal policy / Financial economics / Keynesian economics / Stochastic volatility / Tax / Public finance / Mathematical finance / Finance

Fiscal Volatility Shocks and Economic Activity Jes´ us Fern´andez-Villaverde, Pablo Guerr´on-Quintana, Keith Kuester, and Juan Rubio-Ram´ırez∗ November 27, 2013

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Source URL: economics.sas.upenn.edu

Language: English - Date: 2013-11-28 14:23:36
790Food politics / Staple foods / Model organisms / Tropical agriculture / World food price crisis / Volatility / Maize / Wheat / Food security / Food and drink / Energy crops / Agriculture

Microsoft Word - ULYSSES scientific paper 7B_FAO.docx

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2014-07-30 13:14:45
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