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Volatility risk
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51	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
52	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
53	Estimation of Risk Neutral Measures using the Generalized Two-Factor Log-Stable Option Pricing Model J. Huston McCulloch and Seung Hwan Lee† March 26, 2008 Abstract Add to Reading List Source URL: www.econ.ohio-state.edu Language: English - Date: 2012-01-12 12:02:17 Mathematical finance Options BlackScholes model Volatility State prices Implied volatility Stable distribution Probability distribution Normal distribution Risk-neutral measure Stochastic volatility ArrowDebreu model
54	Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡ Add to Reading List Source URL: ifas.xmu.edu.cn Language: English - Date: 2015-06-29 05:06:14 Mathematical finance Equity premium puzzle VIX Risk Volatility Variance risk premium Implied volatility Financial risk Stochastic volatility Modern portfolio theory
55	Why portfolio theory is wrong “Suffice it to say that volatility and risk are not the same thing, but that for reasons which remain obscure most of the investment world chooses to treat them as if they are. The only o Add to Reading List Source URL: thepriceofeverything.typepad.com Language: English - Date: 2016-06-06 03:58:57 Mathematical finance Investment Financial risk Financial economics Financial markets Beta Efficient-market hypothesis Modern portfolio theory Volatility Value investing Finance Capital asset pricing model
56	Financial Market Liquidity: Who Is Acting Strategically? ∗ Serge Darolles† Gaëlle Le Fol∗ Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:05:43 Financial markets Mathematical finance Stock market Market liquidity Liquidity risk High-frequency trading Liquidity premium Volatility Financial risk Day trading Statistical arbitrage Liquidity crisis
57	Market Price of Risk Specifications for Aﬃne Models: Theory and Evidence∗ Patrick Cheridito† Damir Filipovi´c‡ Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2005-09-15 11:12:23 Mathematical finance Volatility Stochastic volatility Risk-neutral measure Normal distribution Economic model Yield curve
58	Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi University of Warwick Walter Distaso Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2011-01-28 05:36:55 Mathematical finance VIX Volatility Stochastic volatility Variance swap Rational pricing Financial risk Stock market index Option Implied volatility Volatility smile
59	www.axioma.com US & Canada: +1 212−991−4500 Europe: +−7856−2424 Asia : +−2790 Add to Reading List Source URL: www.axioma.com Language: English - Date: 2016-08-19 05:02:54 Investment Mathematical finance Technical analysis Economic development Axioma Financial risk Emerging markets Developed market Volatility VIX
60	MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t Add to Reading List Source URL: fam.tuwien.ac.at Language: English - Date: 2003-06-14 17:14:35 Mathematical finance BlackScholes model Implied volatility Stochastic volatility Risk-neutral measure Volatility Quantitative analyst Brownian motion CoxIngersollRoss model Optimal stopping Option Book:More Finance

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