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Volatility arbitrage
Results: 49

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1	University of Hawai`i at Mānoa Department of Economics Working Paper Series Saunders Hall 542, 2424 Maile Way, Honolulu, HIPhone: ( Add to Reading List Source URL: www.economics.hawaii.edu Language: English - Date: 2015-09-07 04:37:52 Economy Economics Financial markets Mathematical finance Commodity Spot contract Food prices Futures contract Volatility Arbitrage Cash crop Supply and demand
2	Arbitrage Trading: The Long and the Short of It Yong Chen Zhi Da Dayong Huang First draft: December 1, 2014 This version: November 12, 2015 Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2015-11-12 14:26:10 Economy Finance Money Financial markets Hedge fund Arbitrage Limits to arbitrage Futures contract Stock trader Hedge Short Volatility
3	Microsoft Word - FAJ_Submission_Anonymous_LOPpairstrading_10February2009.docx Add to Reading List Source URL: www.fma.org Language: English - Date: 2015-06-25 08:28:39 Finance Money Economy Investment Financial markets Mathematical finance Pairs trade Statistical arbitrage Long-Term Capital Management Trading strategy Volatility Hedge fund
4	APT with Idiosyncratic Variance Factors PRELIMINARY AND INCOMPLETE: PLEASE DO NOT CITE WITHOUT PERMISSION Eric Renault∗, Thijs van der Heijden†, and Bas J.M. Werker‡ January 9, 2016 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:33:07 Mathematical finance Arbitrage pricing theory Volatility Principal component analysis Beta
5	Financial Market Liquidity: Who Is Acting Strategically? ∗ Serge Darolles† Gaëlle Le Fol∗ Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:05:43 Financial markets Mathematical finance Stock market Market liquidity Liquidity risk High-frequency trading Liquidity premium Volatility Financial risk Day trading Statistical arbitrage Liquidity crisis
6	Relative Price Volatility: What Role Does the Border Play? Charles Engel University of Washington and NBER John H. Rogers Board of Governors of the Federal Reserve System Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 1998-09-15 22:26:20 Economy Economics Mathematical finance Money Volatility Price Nominal rigidity Law of one price Market Value at risk Arbitrage Standard deviation
7	Statistical Arbitrage on Volatility 1 Ngai Hang Chan Department of Statistics Add to Reading List Source URL: stat.w3.kanazawa-u.ac.jp - Date: 2013-10-29 04:29:46
8	Financial Analysts Journal Volume 67 • Number 1 ©2011 CFA Institute Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-05-19 13:48:45
9	Journal of Monetary Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Monetary Economics journal homepage: www.elsevier.com/locate/jme Add to Reading List Source URL: www.antoniomele.org Language: English - Date: 2013-04-23 11:29:25 Investment VIX Volatility Implied volatility Stochastic volatility Valuation of options Option Volatility arbitrage Mathematical finance Financial economics Finance
10	This article was translated by the author and reprinted from the August 2011 issue of the Securities Analysts Journal® with the permission of the Securities Analysts Association of Japan(SAAJ) Add to Reading List Source URL: www.saa.or.jp Language: English - Date: 2012-10-16 00:54:44 Economics Volatility Implied volatility Modern portfolio theory Rate of return Volatility smile Volatility arbitrage Mathematical finance Financial economics Finance

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