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Forward volatility
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#	Item
1	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FIRST QUARTER 2016 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By: Add to Reading List Source URL: www.rggi.org Language: English - Date: 2016-05-25 11:30:54 Carbon finance Emissions trading Regional Greenhouse Gas Initiative Mathematical finance Finance Money Futures contract Economy Option Implied volatility Derivative Forward contract
2	Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi† Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:30:24 Mathematical finance Risk-neutral measure Implied volatility Financial economics Numraire Futures contract Volatility BlackScholes model Forward measure
3	Microsoft PowerPoint - Paolo Falbo, Daniele Felletti°, Silvana Stefani.ppt Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:46:58 Mathematical finance Commodity Actuarial science Futures contract Forward contract Financial market Risk Volatility Profit
4	An Anatomy of the Equity Premium∗ Paul Schneider† January 9, 2016 Abstract This paper introduces a decomposition of the forward market return in terms of higher-order realized, and option-implied risk aversion, conne Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:31:01 Mathematical finance BlackScholes model Risk aversion Equity premium puzzle Risk premium Volatility Implied volatility Risk-neutral measure Rate of return Normal distribution
5	Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2003-10-31 13:22:54 Mathematical finance Options Fixed income analysis Interest rates HeathJarrowMorton framework Stochastic volatility Volatility Interest rate cap and floor Compound Poisson process Black model Short-rate model LIBOR market model
6	Real Options Approach to Gas Plant Valuation Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:22 Mathematical finance Forward contract Normal distribution Forward volatility Forward price Electricity market Futures contract
7	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FOURTH QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By: Add to Reading List Source URL: www.rggi.org Language: English - Date: 2016-02-26 16:51:20 Carbon finance Emissions trading Regional Greenhouse Gas Initiative Mathematical finance Economy Finance Futures contract Option Money Implied volatility Derivative Forward contract
8	Pepper Crop Report 2015 Summary of presentations at ASTA and ESA Annual Meeting with 6 months forward view until February 2016 Since issuing our 2014 crop report pepper prices have shown continued volatility. It probably Add to Reading List Source URL: www.nedspice.com Language: English - Date: 2015-08-21 03:57:16
9	DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:59 Mathematical sciences Hull–White model Heath–Jarrow–Morton framework Normal distribution LIBOR market model Short-rate model Forward measure Heston model Stochastic volatility Mathematical finance Statistics Financial economics
10	DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:58 Finance Hull–White model LIBOR market model Heston model Stochastic volatility Local volatility Short-rate model Forward measure Cox–Ingersoll–Ross model Mathematical finance Financial economics Statistics

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