Realized volatility

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  • Volatility forecasting is crucial for option pricing, risk management and portfolio management. Nowadays, volatility has become the subject of trading. There are now exchange-traded contracts written on volatility. Financial market volatility also has a wider impact on financial regulation, monetary policy and macroeconomy.

    pdf238p greengrass304 14-09-2012 48 21   Download

  • Pollution prevention. IPPC presumes the use of preventative techniques before any consideration of end-of-pipe control techniques. Many pollution prevention techniques can be applied to LVOC processes and Section 5.2 describes them in terms of source reduction (preventing waste arisings by modifications to products, input materials, equipment and procedures), recycling and waste minimisation initiatives. Air pollutant control.

    pdf51p cao_can 29-12-2012 32 2   Download

  • Fragility in the Fourth Quadrant can be re-expressed as “concavity to errors,” where losses from uncertain events vastly exceed possible profits from it over short horizons. One class of investment strate- gies that typically have this property are so-called “short volatility” trading strategies or positions (e.g. such as naked put-writing), which are often manifest in “carry trades.

    pdf15p doipassword 01-02-2013 14 2   Download

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