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)

First Page		Document Content
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		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 Download Document from Source Website File Size: 223,39 KB Share Document on Facebook

	Microsoft Word - Low-volatility investing the good, the bad and the generic 2015 DocID: 1rpRi - View Document
	- 2012 #15 NBIM Discussion NOTE Modelling the implied tail risk of foreignexchange positions DocID: 1rdM6 - View Document
	A Hidden Markov Stochastic Volatility Model for Energy Prices Robert J. Elliott∗ Tao Lin† Hong Miao‡ To describe the complex behavior of energy prices, we propose a stochastic volatility model, where DocID: 1raJ8 - View Document
	SPONSORED FEATURE FX volatility An evolutionary story Jessica James and Jonathan Fullwood of Commerzbank present an overview of volatility – from its origins, to the current era – taking DocID: 1q5X8 - View Document
	Fitting volatility skews and smiles with analytical stock-price models Damiano Brigo Fabio Mercurio DocID: 1pVgF - View Document