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Volatility risk
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61	MARKET PARTICIPATION STRATEGY \| STRATEGY OVERVIEW MARCH 31, 2016 Equity market volatility in the past fifteen years has at times reached levels not seen since the Great Depression, and many forecasts point Add to Reading List Source URL: www.qmassociates.com Language: English - Date: 2016-05-25 08:41:33 Investment Financial risk Mathematical finance Actuarial science Beta Asset allocation Stock market index future Futures contract Investment management Diversification VIX Robert D. Arnott
62	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 Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2003-10-31 13:22:54 Mathematical finance Options Fixed income analysis Interest rates HeathJarrowMorton framework Stochastic volatility Volatility Interest rate cap and floor Compound Poisson process Black model Short-rate model LIBOR market model
63	CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2009-07-06 16:20:34 Mathematical finance Options United States housing bubble Technical analysis Corporate finance Credit default swap High-yield debt BlackScholes model Volatility Stochastic volatility Corporate bond Capital structure
64	Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2010-01-22 04:26:14 Mathematical finance Options BlackScholes model Volatility Implied volatility Moneyness Binary option Putcall parity Risk-neutral measure Local volatility VIX
65	The Case for a Risk-First Approach to Stock Selection Junewww.RevelationIR.com Add to Reading List Source URL: www.revelationir.com Language: English - Date: 2015-05-27 14:43:17 Investment Mathematical finance Fundamental analysis Valuation Stock valuation Active management Volatility Financial risk Risk Stock selection criterion Risk premium
66	Disentangling Systematic and Idiosyncratic Risk Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2010-10-05 04:01:39 Mathematical finance Technical analysis Volatility Copula
67	International Review of Financial Analysis–29 Contents lists available at SciVerse ScienceDirect International Review of Financial Analysis Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2012-07-04 15:45:12 Credit Financial markets Systemic risk Credit default swap index ITraxx Mathematical finance Technical analysis Credit default swap Financial risk Liquidity risk Volatility Markit
68	DISCUSSION PAPER SERIES NoIDIOSYNCRATIC RETURN VOLATILITY IN THE CROSS-SECTION OF STOCKS Add to Reading List Source URL: personal.lse.ac.uk Language: English - Date: 2015-09-08 17:44:47 Mathematical finance Technical analysis Financial markets Volatility Hedge fund Systematic risk Idiosyncrasy
69	Downside Risk Alert Introduction Downside Risk Alert Performance Avoiding losers is as important to equity portfolio performance Add to Reading List Source URL: www.revelationir.com Language: English Financial risk Mathematical finance Actuarial science Valuation Technical analysis Downside risk Volatility Risk Quantitative analyst Post-modern portfolio theory
70	JUNEPanel Discussion Emphasizes Appeal of Value Investing In early April 2016, the Brandes Institute hosted a Value Thought Leadership Summit in New York. The program featured a panel discussion on value investing Add to Reading List Source URL: www.brandes.com Language: English Investment Mathematical finance Financial markets Financial risk Valuation Value investing Investment strategy Volatility Stock market Rate of return Efficient-market hypothesis Diversification