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| First Page | Document Content | |
|---|---|---|
 Date: 2012-11-26 01:36:57Financial system Warrant Strike price Moneyness Futures contract Exercise Intrinsic value Covered warrant Put option Financial economics Options Finance |
 | - 2012 #15 NBIM Discussion NOTE Modelling the implied tail risk of foreignexchange positionsDocID: 1rdM6 - View Document |
 | Computing the Market Price of Volatility Risk in the Energy Commodity Markets James S. Doran Department of Finance Florida State University andDocID: 1qmf1 - View Document |
 | SPONSORED FEATURE FX volatility An evolutionary story Jessica James and Jonathan Fullwood of Commerzbank present an overview of volatility – from its origins, to the current era – takingDocID: 1q5X8 - View Document |
 | “SA-IJCB160011-Article-3-Discussion” — — page 1 — #1 Discussion of “Options-Implied Probability Density Functions for Real Interest Rates”DocID: 1pUXa - View Document |
 | Microsoft Word - FAQ_binární opce_EN(3).docxDocID: 1pR52 - View Document |