DOCUMENT RESOURCES FOR EVERYONE
Documents tagged
Documents Andreasen - Derivatices He View From the Trenches

Derivatives -- the View from the Trenches October 2003 Jesper Andreasen Head of Product Development Nordea Markets, Copenhagen Outline · Background · The first fundamental…

Economy & Finance Knowledge series implied and realized volatility

1. Knowledge Series: Realised & Implied Volatility © 2014 | All Rights Reserved Page 1 2. Knowledge Series: Realised & Implied Volatility © 2014 | All Rights Reserved…

Documents Volatility and Hedging Errors Jim Gatheral September, 25 1999.

Slide 1 Volatility and Hedging Errors Jim Gatheral September, 25 1999 Slide 2 Background Derivative portfolio bookrunners often complain that hedging at market-implied volatilities…

Documents Calculating high frequency betas with R EARL Conference 2014 September 2014 David Jessop Analyst...

Slide 1 Calculating high frequency betas with R EARL Conference 2014 September 2014 David Jessop Analyst Tel: +44 20 7567 9882 [email protected] Claire Jones Analyst Tel:…