Forward volatility

Results: 50



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1REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FIRST QUARTER 2016 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

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:

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Source URL: www.rggi.org

Language: English - Date: 2016-05-25 11:30:54
2Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi†

Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi†

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:30:24
3Microsoft PowerPoint - Paolo Falbo, Daniele Felletti°, Silvana Stefani.ppt

Microsoft PowerPoint - Paolo Falbo, Daniele Felletti°, Silvana Stefani.ppt

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:46:58
4An 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

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

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:31:01
5Mathematical 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

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

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2003-10-31 13:22:54
6Real Options Approach to Gas Plant Valuation

Real Options Approach to Gas Plant Valuation

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:22
7REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FOURTH QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

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:

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Source URL: www.rggi.org

Language: English - Date: 2016-02-26 16:51:20
8Pepper 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

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

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Source URL: www.nedspice.com

Language: English - Date: 2015-08-21 03:57:16
    9DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee

    DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee

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    Source URL: www.ewi.tudelft.nl

    Language: English - Date: 2011-05-11 08:16:59
    10DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee

    DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee

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    Source URL: www.ewi.tudelft.nl

    Language: English - Date: 2011-05-11 08:16:58