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Documents [JP Morgan] Introducing the JPMorgan Cross Sectional Volatility Model & Report

Eric Beinstein (1-212) 834-4211 [email protected] Corporate Quantitative Research November 17, 2006 Equity Derivatives Introducing the JPMorgan Cross Sectional…

Documents Skew Guide

I This has been prepared solely for informational purposes. It is not an offer, recommendation or solicitation to buy or sell, nor is it an official confirmation of terms.…

Documents Nielsen Dissertation

Multivariate Fractional Integration and Cointegration By Morten Ørregaard Nielsen A dissertation submitted to The Faculty of Social Sciences in partial fulfillment of the…

Documents Vol Market

Volatility Derivatives Peter Carr Bloomberg/NYU, New York, NY 10022; email: [email protected] Roger Lee Department of Mathematics, University of Chicago, Chicago, Illinois…

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Global Equity Derivatives & Delta One Strategy 07 December 2010 2011 Equity Derivatives Outlook Global Derivatives Themes Summary • In this review we present our outlook…

Economy & Finance Fasanara Capital | Investment Outlook | November 4th 2013

1. “Learn how to see. Realize that everything connects to everything else.” ― Leonardo da Vinci 1|Page 2. November 4th 2013Fasanara Capital | Investment Outlook 1.We…

Economy & Finance Fasanara Capital | Investment Outlook | December 16th 2013

1. “Learn how to see. Realize that everything connects to everything else.” ― Leonardo da Vinci 1|Page 2. December 16th 2013Fasanara Capital | Investment Outlook 1.As…

Documents Mean-Reverting Models in Financial and Energy Markets Anatoliy Swishchuk Mathematical and...

Slide 1Mean-Reverting Models in Financial and Energy Markets Anatoliy Swishchuk Mathematical and Computational Finance Laboratory, Department of Mathematics and Statistics,…

Economy & Finance Financial risk forecasting

1. Financial Risk Forecasting 2. For other titles in the Wiley Finance Series please seewww.wiley.com/finance 3. The Theory and Practice of Forecasting Market Risk,with…

Documents A Dynamic Factor Model: Inference and Empirical Application. Ioannis Vrontos

1. A Dynamic Factor Model: Inference and Empirical Application SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions Ioannis Vrontos,…