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Economics / Volatility / Implied volatility / Bond market / Autoregressive conditional heteroskedasticity / Volatility smile / Local volatility / Mathematical finance / Financial economics / Finance


150 years of financial market volatility - BIS Quarterly Review, part 7, September 2006
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Document Date: 2006-09-10 18:00:00

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File Size: 332,46 KB

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City

London / New York / /

Country

Australia / Germany / United Kingdom / France / Japan / United States / Italy / Canada / /

Currency

cent / /

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IndustryTerm

risk management systems / oil shocks / /

MarketIndex

S&P/TSX 300 / S&P 500 / SBF 250 / /

Person

Katrin Assenmacher-Wesche / Már Gudmundsson / Claudio Borio / Frank Packer / Christian Upper / Serge Jeanneau / Petra Gerlach / Michela Scatigna / Stefan Gerlach Srichander Ramaswamy Michela / /

/

Position

rt / Officer / /

PublishedMedium

Quarterly Review / /

SocialTag