Volatility

Results: 3279



#Item
981

BIS Economic Papers - The economics of recent bond yield volatility - July 1996

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Source URL: www.bis.org

- Date: 1996-06-30 18:00:00
    982Finance / Investment / Implied volatility / Black–Scholes / Local volatility / Stochastic volatility / Volatility / Foreign-exchange option / Hedge / Financial economics / Mathematical finance / Options

    Workshop on estimating and interpreting probability density functions 14 June 1999 Background note P H Kevin Chang and William R Melick Starting in the late 1980s, financial and economic researchers became increasingly

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    Source URL: www.bis.org

    Language: English - Date: 2005-12-12 06:16:57
    983Mathematical finance / United States housing bubble / Bond market / Fixed income market / High-yield debt / Bond / Implied volatility / Futures contract / Convertible bond / Financial economics / Finance / Investment

    STATISTICAL APPENDIX T his statistical appendix presents data on financial developments in key financial

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    Source URL: www.imf.org

    Language: English - Date: 2008-04-10 11:14:35
    984Fixed income market / United States housing bubble / Bond market / Mathematical finance / High-yield debt / Bond / Implied volatility / Bloomberg L.P. / Repurchase agreement / Financial economics / Finance / Investment

    Global Financial Stability Report, September 2005: Statistical Appendix

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    Source URL: www.imf.org

    Language: English - Date: 2005-09-14 17:38:28
    985Volatility / Economics / Autoregressive conditional heteroskedasticity / Implied volatility / Volatility smile / Mathematical finance / Financial economics / Finance

    International transmission and volume effects in G5 stock market returns and volatility Sanvi Avouyi-Dovi and Eric Jondeau1 1.

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    Source URL: www.bis.org

    Language: English - Date: 2005-12-12 06:17:04
    986Multivariate statistics / Actuarial science / Copula / Covariance and correlation / Correlation and dependence / Volatility / Wiener process / Rainbow option / Statistics / Statistical dependence / Mathematical finance

    Implied correlation in the L´evy copula model1 The University of Hong Kong Dani¨el Linders, Wim Schoutens August 8, [removed]Linders,

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    Source URL: lx2.saas.hku.hk

    Language: English - Date: 2014-08-12 04:04:08
    987Financial economics / Economics / Mathematical finance / Finance / Volatility

    Deep Financial Integration and Volatility Sebnem Kalemli-Ozcan University of Maryland, CEPR and NBER Bent Sorensen University of Houston and CEPR Vadym Volosovych

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    Source URL: www.uh.edu

    Language: English - Date: 2013-09-08 17:45:14
    988Investment / Mathematical finance / Futures contract / Interest rate future / Eurodollar / Derivative / Implied volatility / Black–Scholes / Put option / Financial economics / Finance / Options

    Bank of Canada Banque du Canada The Information Content of Interest Rate Futures Options*

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    Source URL: www.bis.org

    Language: English - Date: 2005-12-12 06:16:57
    989Hang Seng Index / PTT Bulletin Board System / Hang Seng Composite Index Series

    HSI Volatility Index Futures 恒指波幅指數期貨 Hong Kong Exchanges and Clearing Limited 香港交易及結算所有限公司

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    Source URL: www.hkex.com.hk

    Language: English - Date: 2012-02-20 04:13:50
    990Biofuels / Energy economics / Economy of Africa / World food price crisis / Food security / Volatility / Food and Agriculture Organization / Energy market / Agriculture / Economics / Food politics / Food and drink

    Microsoft Word - MC819_Round_table_clean_copy_13Feb[1].docx

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    Source URL: www.fao.org

    Language: English - Date: 2012-02-14 06:31:40
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