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Volatility swap
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11	International Swaps and Derivatives Association, Inc. Disclosure Annex for Foreign Exchange Transactions This Annex supplements and should be read in conjunction with the General Disclosure Statement. NOTHING IN THIS ANN Add to Reading List Source URL: globalmarkets.bnpparibas.com Language: English - Date: 2015-06-30 07:40:34 Foreign exchange market Currency International trade Exchange rate Foreign exchange option Futures contract Foreign exchange spot Hedge Derivative Swap Option Volatility swap
12	Rough Volatility Jim Gatheral Baruch College (Dated: February 19, 2015) Starting from the observation that increments of the log-realized-volatility possess a remarkably simple scaling property, we show that log-volatili Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2015-02-09 00:05:09 Statistics Volatility Stochastic volatility Hurst exponent Variance swap Volatility smile Implied volatility Mathematical finance Finance Financial economics
13	Chicago Booth Paper NoResolution of Policy Uncertainty and Sudden Declines in Volatility Dante Amengual Centro de Estudios Monetarios y Financieros Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-09-13 10:12:51 Economics Volatility VIX Variance swap Stochastic volatility Valuation of options Autoregressive conditional heteroskedasticity Implied volatility Heston model Mathematical finance Finance Financial economics
14	Over-the-Counter Derivatives Charles River provides a comprehensive solution with portfolio management, trading, and compliance capabilities for over-the-counter (OTC) derivatives Investing in OTC derivatives requires sp Add to Reading List Source URL: www.crd.com Language: English - Date: 2015-04-18 08:49:44 Swap Derivative Interest rate swap Credit default swap Futures contract Total return swap Over-the-counter Variance swap Volatility swap Financial economics Finance Investment
15	Microsoft Word - WP No.22_2012.doc Add to Reading List Source URL: www.hkimr.org. Language: English - Date: 2012-10-05 03:17:28 Economics VIX Volatility Implied volatility Financial risk Variance swap Chicago Board Options Exchange Stock market index Black–Scholes Mathematical finance Financial economics Finance
16	Adaptive Arrival Price Robert Almgren∗ and Julian Lorenz∗∗ April 27, 2006 Abstract Electronic trading of equities and other securities makes heavy use Add to Reading List Source URL: www.cims.nyu.edu Language: English - Date: 2006-09-09 11:43:24 Financial economics Statistics Technical analysis Volatility Algorithmic trading Trading strategy Variance Implementation shortfall Variance swap Mathematical finance Financial markets Finance
17	Moscow state Lomonosov University Moscow School of Economics Syllabus "Mathematical methods for estimating the derivatives" Add to Reading List Source URL: mse-msu.ru Language: English - Date: 2013-09-12 02:45:44 Investment Mathematical finance Derivative Black–Scholes Credit default swap Futures contract Hedge Volatility smile Binomial options pricing model Financial economics Finance Options
18	Index abnormal returns, 176 accounting: balance sheets, risk capital examples of, 136, 137, 141, 142, 148; economic value v. performance in, Add to Reading List Source URL: cupola.columbia.edu Language: English - Date: 2015-04-20 07:40:08 Business Actuarial science Risk Hedge Derivative Credit risk Credit default swap Volatility risk Futures contract Financial economics Finance Financial risk
19	Working Paper/Document de travail[removed]The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2012-10-03 11:18:20 Economics Autoregressive conditional heteroskedasticity Volatility Realized variance Valuation of options Option Variance swap Stochastic volatility Mathematical finance Financial economics Finance
20	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Bayesian Estimation of Time-Changed Default Intensity Models Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2015-02-02 13:08:56 Financial economics Markov chain Maximum likelihood Stochastic volatility Volatility Credit default swap Autoregressive conditional heteroskedasticity Mathematical finance Statistics Mathematical sciences

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