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461	Introduction to jump and L´ evy processes John Crosby Glasgow University / Grizzly Bear Capital My website is: http://www.john-crosby.co.uk Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2013-10-16 05:03:34 Poisson processes Lévy process Characteristic function Poisson distribution Non-homogeneous Poisson process Statistics Probability theory Stochastic processes
462	OPTIMAL HEDGING OF VARIANCE DERIVATIVES JOHN CROSBY Abstract. We examine the optimal hedging of derivatives written on realised variance, focussing principally on variance swaps (but, en route, also considering skewness Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2012-05-11 11:12:47 Mathematical finance Banking Variance swap Forward contract Hedge Autoregressive conditional heteroskedasticity Finance Financial economics Economics
463	A multi-factor jump-diffusion model for Commodities John Crosby 7th October 2005 Seminar at the University Finance Seminar, Cambridge University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:16 Financial system Mathematical finance Commodities Futures contract Forward contract Spot contract Convenience yield Arbitrage Risk-neutral measure Financial economics Financial markets Finance
464	MEET YOUR MANAGEMENT TEAM! Megan Brown, Property Manager, Brandon Bates, Assistant Property Manager, and Megan Crosby, Portfolio Manager. Come and visit Portland Towers, you’ll be glad you did! Add to Reading List Source URL: www.harsch.com - Date: 2014-04-22 15:13:27
465	Microsoft Word - Kaleem_6thJune2011.doc Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2011-06-28 05:28:26 Mathematical finance Foreign exchange market Macroeconomics Economic model Fundamental analysis Random walk Forecasting Macroeconomic model Monetary policy Statistics Economics Financial economics
466	Variance Swaps and Volatility Derivatives John Crosby Glasgow University My website is: http://www.john-crosby.co.uk Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-06-24 09:16:33 Investment Variance swap VIX Volatility Implied volatility Black–Scholes Swap Forward contract Variance Mathematical finance Financial economics Finance
467	A class of Levy process models with almost exact calibration to both barrier and vanilla fx options John Crosby ICBI Global Derivatives conference, Paris May 2008 Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:23 Financial system Foreign-exchange option Barrier option Derivative Foreign exchange market Volatility smile Power reverse dual currency note Financial economics Options Finance
468	cutting edge. BRIEF COMMUNICATION Valuing inflation futures contracts In recent years, futures contracts written on inflation (specifically, on the ratio of the consumer price index Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:33:32 Transaction processing Data management Futures contract T1 Futures and promises
469	´ APPROXIMATING LEVY PROCESSES WITH A VIEW TO OPTION PRICING ´ JOHN CROSBY, NOLWENN LE SAUX, AND ALEKSANDAR MIJATOVIC Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-07-11 05:47:12 Mathematical analysis Symbol Normal distribution Characteristic function Probability theory Probability
470	Imperial College of Science, Technology and Medicine Department of Mathematics Approximating L´ Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-01-26 14:37:38 Normal distribution Brownian motion Lévy process Black–Scholes Compound Poisson process Inverse Gaussian distribution Gaussian process Volatility Gamma process Statistics Stochastic processes Variance gamma process

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