한국증권학회지 제41권 2호 (2012) 189-231 변동성 스큐를 통한 주가지수 점프예측력 검증* 김 솔 (한국외국어대학교) 박 혜 현 (고려대학교)…

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

Slide 1 Portfolio Selection with Higher Moments Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic Research, Cambridge, MA USA http://www.duke.edu/~charvey…

FOREIGN EXCHANGE DERIVATIVES: Advanced Hedging and Trading Techniques by Dr. A. A. Kotze´ Financial Chaos Theory Pty. Ltd. March 2011 http:\\www.quantonline.co.za Philosophy…

PowerPoint Presentation Intermediate Review 1 Historical Vs. Implied Volatility 
Historical Volatility: Is a measure of volatility, expressed as an average over a given…

Managing Higher Moments in Hedge Fund Allocation Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic Research, Cambridge, MA USA http://www.duke.edu/~charvey…

  BULLSH*T FREE GUIDE TO OPTION VOLATILITY Making sense of market mayhem By Gavin McMaster BULLSH*T FREE GUIDE TO OPTION VOLATILITY By Gavin McMaster This ebook is dedicated…