DOCUMENT RESOURCES FOR EVERYONE
Documents tagged
Documents Converting 1-Day Volatility to H-Day Volatility

Diebold, F.X. Hickman, A., Inoue, A. and Schuermann, T. (1998), "Converting 1-Day Volatility to h-Day Volatility: Scaling by Root-h is Worse than You Think," Wharton…

Documents Market Color Taking the pulse. SPX Since May 1995.

Slide 1Market Color Taking the pulse Slide 2 SPX Since May 1995 Slide 3 Timeline Mar 16, 2008 Bear Stearns is sold Jul 26, Govt backs troubled mortgages Sep 7 Govt seizes…

Documents Value at Risk By A.V. Vedpuriswar June 14, 2014. Introduction VAR tells us the maximum loss a...

Slide 1Value at Risk By A.V. Vedpuriswar June 14, 2014 Slide 2 Introduction  VAR tells us the maximum loss a portfolio may suffer at a given confidence interval for a…

Documents Vixwhite

1.THE CBOE VOLATILITY INDEX®- VIX®The powerful and flexibletrading and risk management tool fromthe Chicago Board Options Exchange2. CBOE Proprietary InformationCopyright…

Economy & Finance Advice For The Wise : September'2011

1. ADVICE for the WISE Newsletter –September’11 2. ContentsIndexPage No.Economic Update 4Equity Outlook8Debt Outlook 11Forex 14Commodities 15Real Estate172 3. From the…

Economy & Finance Knowledge series understanding volatility

1. Knowledge Series: Understanding Volatility © 2014 | All Rights Reserved Page 0 2. Knowledge Series: Understanding Volatility © 2014 | All Rights Reserved Page 1 Introduction:…

Economy & Finance Do Dark Pools Stabilize Markets and Reduce Market Impacts? -- Investigations using Multi-Agent...

[Thank you very much. I’m] Takanobu MIZUTA from SPARX Asset Management. [I’m also belonging to] The University of Tokyo. [Today, I’m going to give a presentation under…

Documents ©R. Schwartz Equity Markets: Trading and Structure Slide 1 Topic 5.

Slide 1 ©R. Schwartz Equity Markets: Trading and Structure Slide 1 Topic 5 Slide 2 ©R. Schwartz Equity Markets: Trading and Structure Slide 2 Ecology of a Pure Order Driven…

Documents Www.ifunds.co.uk SPECTRUM PORTFOLIOS MANAGING RISK IN A VOLATILE WORLD AUGUST 2011 iFunds is a...

Slide 1 www.ifunds.co.uk SPECTRUM PORTFOLIOS MANAGING RISK IN A VOLATILE WORLD AUGUST 2011 iFunds is a registered trade mark used under sub-licence from Raymond James Investment…

Documents Part A: Financial market fragility. Chart A.10 Long-term interest rates remain low International...

Part A: Financial market fragility Chart A.10 Long-term interest rates remain low International ten-year government bond yields(a) Source: Thomson Reuters Datastream. (a)…