Implied volatility

Results: 615



#Item
71Economics / Beta / Modern portfolio theory / Capital asset pricing model / Volatility / Fama–French three-factor model / Implied volatility / Sharpe ratio / Standard deviation / Financial economics / Mathematical finance / Finance

Low Volatility Strategy in Global Equity Markets Toru Yamada and Isao Uesaki Does a higher risk asset mean higher return? The authors investigate the relation between past volatility and future returns in Japanese and gl

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Source URL: www.saa.or.jp

Language: English - Date: 2010-11-03 23:55:10
72Mathematical finance / Options / C++ / Procedural programming languages / Cross-platform software / Binomial options pricing model / Black–Scholes / Namespace / Implied volatility / Financial economics / Software engineering / Computing

Financial Numerical Recipes in C++. Bernt Arne Ødegaard June 2014 5.1

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Source URL: finance.bi.no

Language: English - Date: 2015-03-04 14:06:11
73Options / Investment / Implied volatility / Volatility / Financial risk / Black–Scholes / Futures contract / Volatility smile / Volatility risk / Financial economics / Mathematical finance / Finance

Microsoft WordOct 29--NCIS comments on Sumaria Volatility Review--Final

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Source URL: www.rma.usda.gov

Language: English - Date: 2015-02-27 10:52:50
74Investment / Options / Chicago Board Options Exchange / Implied volatility / Volatility / Futures contract / S&P 500 / VIX / Binary option / Financial economics / Mathematical finance / Finance

Trading Index Options: Is the Iron Condor Dead?

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Source URL: docs.hamzeianalytics.com

Language: English - Date: 2012-10-30 21:13:22
75Finance / Volatility / Implied volatility / Bond market / Bond / Autoregressive conditional heteroskedasticity / Financial market / Stochastic volatility / VIX / Mathematical finance / Financial economics / Economics

Volatility Transmissions Between Stock And Bond Markets: Evidence From Japan And The U.S.

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 18:00:05
76Economics / Futures contract / Price of petroleum / Implied volatility / Black–Scholes / Option / Volatility / Mathematical finance / Financial economics / Finance

Microsoft Word - Price Probabilities Supplement.doc

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Source URL: www.eia.gov

Language: English - Date: 2011-09-15 12:11:54
77VIX / Volatility / Federal Reserve System / Deflation / Gross domestic product / Inflation / Implied volatility / Tobin tax / Mathematical finance / Economics / Finance

Research Review, Issue Number 3

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Source URL: www.bostonfed.org

Language: English - Date: 2005-12-12 16:03:29
78Investment / Mathematical finance / Implied volatility / Greeks / Moneyness / Call option / Exercise / Volatility / Covered call / Financial economics / Options / Finance

Order Form: Q&A Option Wizard Online & Offline Products: Option Wizard ™ Online

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Source URL: option-wizard.com

Language: English - Date: 2000-02-09 07:54:14
79Economics / Volatility / Stochastic volatility / Autoregressive conditional heteroskedasticity / Black–Scholes / Realized variance / Realized kernel / Implied volatility / VIX / Mathematical finance / Financial economics / Finance

Pricing options by simulation using realized volatility

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-16 21:49:36
80Mathematical sciences / Volatility / Implied volatility / Forward volatility / Black–Scholes / Financial risk / Standard deviation / Copula / Log-normal distribution / Mathematical finance / Statistics / Financial economics

Microsoft Word - Actuarial Review for Price Volatility Factor Methodology_response to review

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Source URL: www.rma.usda.gov

Language: English - Date: 2015-03-25 13:50:22
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