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#	Item
31	Asset Pricing Under The Quadratic Class Markus Leippold and Liuren Wu∗ Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:40 Statistics Economics Risk-neutral measure Girsanov theorem Quadratic Yield curve Fixed income analysis Mathematical finance Financial economics Stochastic processes
32	Predictable Changes in Yields and Forward Rates Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:39 Fixed income market Yield curve Mathematical finance Autoregressive conditional heteroskedasticity Errors and residuals in statistics Hull–White model Statistics Econometrics Regression analysis
33	Static Hedging of Standard Options∗ P ETER C ARR† Courant Institute, New York University Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:36 Options Investment Black–Scholes Delta neutral Hedge Put–call parity Put option Implied volatility Futures contract Financial economics Finance Mathematical finance
34	What Type of Process Underlies Options? A Simple Robust Test∗ P ETER C ARR† Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:35 Martingale theory Finance Options Mathematical finance Risk-neutral measure Forward contract Forward price Semimartingale Martingale Statistics Financial economics Stochastic processes
35	The Finite Moment Log Stable Process and Option Pricing P ETER C ARR and L IUREN W U∗ March 25, 2002; first draft: February 21, 2000 Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:34 Finance Investment Volatility Implied volatility Stochastic volatility Black–Scholes Valuation of options Moneyness Fat-tailed distribution Mathematical finance Financial economics Options
36	Time-Changed L´evy Processes and Option Pricing∗ Peter Carra, †, Liuren Wub, ‡ a Courant Institute, New York University, 251 Mercer Street, New York, NY 10012 Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:33 Options Stochastic volatility Black–Scholes Jump diffusion Lévy process Volatility Brownian motion Wiener process Compound Poisson process Statistics Stochastic processes Mathematical finance
37	Currency Union and Real Exchange Rate Behavior James R. Lothian Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:32 Money Currency International trade Macroeconomics Exchange rate Fixed exchange-rate system Purchasing power parity Exchange-rate regime Floating exchange rate Economics Foreign exchange market International economics
38	Equity Returns and Inflation: The Puzzlingly Long Lags This draft May 2001; first draft December 1997 Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:27 Economic theories Mathematical finance Econometrics Real interest rate Efficient-market hypothesis Real versus nominal value Cointegration Fisher equation Fisher hypothesis Economics Inflation Interest rates
39	Real Exchange-Rate Behaviour under Fixed and Floating Exchange Rate Regimes James R. Lothian Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:24 Exchange rate Floating exchange rate Purchasing power parity Fixed exchange-rate system Fixed exchange rate Euro Pound sterling Exchange-rate regime Monetary policy Economics Foreign exchange market International economics
40	International Money and Common Currencies in Historical Perspective Gerald P. Dwyer Jr.* Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:19 Numismatics Gold coins Monetary economics Solidus Fiat money Pound sterling Coin World currency Aureus Money Economics Currency