Volatility

Results: 3279



#Item
81Systemic risk / Solvency II Directive / European Insurance and Occupational Pensions Authority / Government / Law

EIOPA ha publicado la actualización de representativas que serán utilizadas para el volatilidad (volatility adjustments - VA) a las tipos de interés sin riesgo (Risk-free interest para Solvencia II.

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Source URL: www.dgsfp.mineco.es

Language: English - Date: 2016-07-06 04:01:39
82Carbon finance / Emissions trading / Regional Greenhouse Gas Initiative / Mathematical finance / Economy / Futures contract / Finance / Option / Money / Implied volatility / Derivative / Open interest

REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FOURTH QUARTER 2014 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

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Source URL: rggi.org

Language: English - Date: 2015-02-24 10:07:53
83Economy / Finance / Money / Mathematical finance / Financial risk / Financial markets / Stock market / Financial economics / Sharpe ratio / Volatility / Market risk / Modern portfolio theory

November 2, 2015 Quantitative Finance risk˙premium˙Rev˙QF

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Source URL: arxiv.org

Language: English - Date: 2015-11-01 20:27:46
84Economy / Mathematical finance / Finance / Money / Technical analysis / Fixed income market / Volatility / Yield curve / Bond / Interest rate derivative / Option / Investment

When volatility is low but uncertainty is high….…buy interest rate options. There is something of a conundrum in interest rate markets at the moment. Market View 1 (Thinking uncertainty): Bond rates are near long-run

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Source URL: www.ardea.com.au

Language: English - Date: 2016-08-11 03:53:39
85Mathematical finance / Financial risk / Economy / Finance / Money / Actuarial science / Technical analysis / Volatility / Autoregressive conditional heteroskedasticity / Market risk / RiskMetrics / Value at risk

Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014

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Source URL: www.wiwi.uni-passau.de

Language: English - Date: 2014-01-20 03:59:19
86Estimator / Statistics / Mathematical finance / Statistical theory / Statistical inference / Robust statistics / Realized variance / Efficiency / Estimation theory / L-estimator / Variance / Volatility

More accurate volatility estimation and forecasts using price durations∗ Ingmar Nolte† Stephen J. Taylor‡

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-08-09 02:41:45
87Economy / Finance / Money / Mathematical finance / Technical analysis / Options / VIX / Chicago Board Options Exchange / Exchange-traded fund / Futures contract / Volatility / Warrant

emcdonald on DSK67QTVN1PROD with NOTICES Federal Register / Vol. 79, NoTuesday, July 1, Notices including a majority of the Independent Trustees, will make a separate finding, reflected in the Board minut

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Source URL: cdn.batstrading.com

Language: English - Date: 2015-03-20 17:11:14
88Biology / Biochemistry / Molecular biology / Gene expression / Protein biosynthesis / Mutation / Molecular genetics / Codon usage bias / Codon Adaptation Index / Genetic code / Synonymous substitution / Ka/Ks ratio

A Dissection of Volatility in Yeast Nina Stoletzki,* John Welch,  Joachim Hermisson,* and Adam Eyre-Walker  *Section of Evolutionary Biology, Department Biology II, Ludwig-Maximilians-University Munich, Planegg-Martins

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Source URL: www.mabs.at

Language: English - Date: 2007-11-28 06:44:21
89Financial risk / Volatility

www.axioma.com US & Canada: +1 212−991−4500 Europe: +−7856−2424 Asia : +−2790

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Source URL: axioma.com

Language: English - Date: 2016-08-23 20:29:00
90Economy / Mathematical finance / Finance / Money / Stochastic volatility / Variance risk premium / Variance swap / VIX / Risk premium / Volatility / Equity premium puzzle / Implied volatility

Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty

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Source URL: www.federalreserve.gov

Language: English - Date: 2010-03-22 12:53:13
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