Volatility

Results: 3279



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841Statistics / Finance / Stochastic processes / Volatility / Stochastic volatility / Black–Scholes / Stochastic differential equation / Brownian motion / Valuation of options / Mathematical finance / Financial economics / Options

STOCHASTIC VOLATILITY AND OPTION PRICING Daniel Dufresne Centre for Actuarial Studies University of Melbourne NovemberTo appear in “Risks and Rewards”, the Society of Actuaries’ Investment Section Newsletter

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:19:34
842Biofuels / Economics / Bioenergy / International trade / World Trade Organization / World government / World food price crisis / Committee on World Food Security / Food and Agriculture Organization / Sustainability / Food politics / Environment

Committee on World Food security (CFS[removed]Food Price Volatility Roundtable In spite of the vigorous and constructive debate, a number of governments played wise monkeys and kept a ‘hear nothing, see nothing, say noth

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Source URL: www.csm4cfs.org

Language: English - Date: 2012-03-27 22:23:11
843Finance / Funds / Net asset value / Futures contract / Financial economics / Investment / Financial services

May[removed]GANES VALUE GROWTH FUND May provided a month of volatility and news stories that quickly dispelled the easy comfort that had settled on the market since mid[removed]The broader market, as measure by the S&P/ASX 3

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Source URL: www.macrofunds.com.au

Language: English - Date: 2012-10-15 20:51:41
844Financial services / Investment / Finance / Pension / Personal finance / Economics / Insurance / Pensions in the United Kingdom / Employment compensation / Financial economics

In assocIatIon wIth Pension risk transfer index buyout update: this month’s index indicates buyout affordability remains low, as the chancellor announces plans for a consultation on pension scheme volatility. Meanwhil

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Source URL: www.pensioncorporation.com

Language: English - Date: 2012-12-13 13:30:40
845Economics / Equity premium puzzle / Volatility / Elasticity of intertemporal substitution / Mathematical finance / Financial economics / Finance

Stochastic Discount Factor Models and the Equity Premium Puzzle Christopher Otrok University of Virginia B. Ravikumar University of Iowa

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Source URL: web.missouri.edu

Language: English - Date: 2002-12-05 14:28:24
846Economics / Volatility / Autoregressive conditional heteroskedasticity / Option / Implied volatility / Volatility smile / Mathematical finance / Financial economics / Finance

11 Resizing Risks Scanning price charts for channels has a bad reputation among economic theorists. Good traders do it anyway for the insight into uncertainty. It’s a secret of their success that shouldn’t stay secre

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-18 07:18:36
847Investment / Financial services / Financial risk / Funds / Volatility / Implied volatility / VIX / Investment management / Active management / Financial economics / Mathematical finance / Finance

The Role of Cross-Sectional Volatility in Appraising Active Management Presentation to The Investment Management Association of Singapore Russell Investment Consulting Services

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Source URL: www.imas.org.sg

Language: English - Date: 2012-11-02 05:08:41
848Economics / Financial markets / Fixed income market / Financial risk / Technical analysis / Volatility / Implied volatility / Foreign exchange market / Bond market / Financial economics / Finance / Mathematical finance

Financial Market Volatility and Liquidity – a cautionary note. Speech given by Chris Salmon, Executive Director, Markets, Bank of England At the National Asset-Liability Management Europe symposium, London 13 March 201

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Source URL: www.bankofengland.co.uk

Language: English - Date: 2015-03-13 05:09:57
849Actuarial science / Mathematical sciences / Decision theory / Technical analysis / Volatility / Nassim Nicholas Taleb / Risk / The Black Swan / Quantitative analyst / Mathematical finance / Knowledge / Management

introduction By ratiocination, I mean computation. —Thomas Hobbes, 1588–1679 If I had to bet on the best long-term predictor of good judgment among [a group of political and economic forecasters], it would be their

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-18 05:48:21
850Environment / Ethanol fuel / World food price crisis / Renewable fuels / Ethanol / Food vs. fuel / Issues relating to biofuels / Biofuels / Sustainability / Energy

U.S. biofuels policies are a leading cause of increased global food prices and market volatility. These market forces are threatening food security for communities both domestically and abroad; in the last few years, glo

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Source URL: libcloud.s3.amazonaws.com

Language: English - Date: 2011-11-18 11:19:00
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