Volatility

Results: 3279



#Item
791Econometrics / Time series analysis / Financial economics / Options / Stochastic volatility / Autoregressive conditional heteroskedasticity / Volatility / Mixed data sampling / Beta / Mathematical finance / Statistics / Economics

Working paper No. 5 NovemberAgricultural Commodity Price Volatility and Its

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2013-11-13 03:51:01
792Economics / Implied volatility / Volatility / Risk / Financial risk / Futures contract / Volatility smile / VIX / Mathematical finance / Financial economics / Finance

Scientific paper No. 4 JulyOn historical and implied risk measures for major agricultural commodity markets1

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2014-07-25 05:44:13
793Mathematical finance / Biofuels / Hedge / Option / Futures contract / World food price crisis / Speculation / Volatility / Financial economics / Finance / Economics

Microsoft Word - Final policy brief with note.docx

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2014-07-25 05:44:14
794Financial system / Hedge / Futures contract / Volatility / Options / Financial economics / Finance / Mathematical finance

Slovenia, EAAE, August 2014  AN EMPIRICAL ANALYSIS OF FARM  PRICE RISK MANAGEMENT STRATEGIES By Tsion Taye Assefa

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2014-09-27 04:51:19
795Investment / Interest rate cap and floor / Swaption / LIBOR market model / Interest rate derivative / Implied volatility / Calibrated geometry / Volatility / Mathematical finance / Financial economics / Finance

MONTE CARLO MARKET GREEKS IN THE DISPLACED DIFFUSION LIBOR MARKET MODEL MARK S. JOSHI AND OH KANG KWON Abstract. The problem of developing sensitivities of exotic interest rates derivatives to the observed implied volati

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:23:08
796Mathematical finance / Economics / Food politics / Staple foods / Model organisms / World food price crisis / Wheat / Volatility smile / Volatility / Food and drink / Agriculture / Energy crops

Working paper No. 6 November 2014  A re-examination of food price volatility

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2014-12-06 10:13:50
797Finance / Energy economics / Biofuels / Technical analysis / Volatility / Energy market / World food price crisis / Speculation / Futures contract / Mathematical finance / Financial economics / Economics

Microsoft Word - UlyssesPolicyBriefFormatted_web.docx

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2013-08-27 13:29:32
798Primary dealers / Investment banks / Shanghai Commercial Bank / Hang Seng Index Constituent Stocks / Wells Fargo / HSBC / The Hongkong and Shanghai Banking Corporation / Shanghai Commercial and Savings Bank / Bank / Banks / Financial services / Investment

MESSAGE TO SHAREHOLDERS The Hong Kong banking industry was affected by volatility throughout 2011 amidst the ongoing uncertainties over U.S. economic growth, deterioration of market sentiments in Europe and the austerit

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Source URL: www.shacombank.com.hk

Language: English - Date: 2012-04-20 02:06:36
799Mathematical finance / Financial markets / Pricing / Foreign exchange market / Arbitrage / Balassa–Samuelson effect / General equilibrium theory / Volatility / Price / Economics / Business / International economics

General equilibrium model of arbitrage trade and real exchange rate persistence Martin Berka Massey University∗ Abstract

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Source URL: homes.eco.auckland.ac.nz

Language: English - Date: 2014-07-14 18:56:19
800Autoregressive conditional heteroskedasticity / Volume-weighted average price / Quantitative analyst / Volatility / Normal distribution / Conditional variance / Maximum likelihood / Standard deviation / Statistics / Mathematical sciences / Mathematical finance

On portfolio risk estimation by Mher Safarian No. 52 | DECEMBER 2013 WORKING PAPER SERIES IN ECONOMICS

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Source URL: econpapers.wiwi.kit.edu

Language: English - Date: 2013-12-04 12:52:08
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