Xem 1-20 trên 711 kết quả Volatiles
  • While the stochastic volatility (SV) generalization has been shown to improve the explanatory power over the Black-Scholes model, empirical implications of SV models on option pricing have not yet been adequately tested. The purpose of this paper is to first estimate a multivariate SV model using the efficient method of moments (EMM) technique from observations of underlying state variables and then investigate the respective effect of stochastic interest rates, systematic volatility and idiosyncratic volatility on option prices....

    pdf48p batoan 16-07-2009 178 45   Download

  • 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

  • Texture, nutritive values and volatile compounds of Lentinula edodes, Pleurotus ostraetus and Pleroutus sajor-caju mushrooms were determined. The volatiles have been found out with an estimation approach by carrying out gas chromatography and mass spectrophotometer (GS–MS) Library Catalogue comparison. Neither regular increase nor decreases were observed for the values of texture, moisture, ash and protein values of L. eddoes.

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  • ANALYSIS OF CREDIT RATING EQUIT” INDEXES: VOLATILITY COMPARISONS A OPTION CALIBRATION The positive correlation between choice and performance seems to result entirely from the omission of students’ background characteristics; when they are included in Column C, the coefficient becomes negative and significant.

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  • ESSAYS ON THE RELATIONSHIPS BETWEEN FOREIGN DIRECT IN VESTMENT, INTERNATIONAL TRADE, AND EXCHANGE RATE VOLATILITY My analysis of parental choices focuses on the possibility that parents may choose schools partly on the basis of the peer group offered. Although existing research does not conclusively establish the causal contribution of peer group characteristics to student outcomes (see, e.g., Coleman et al.

    pdf175p mualan_mualan 25-02-2013 25 5   Download

  • The volatile compounds that constitute the fruit aroma of ripe tomato (Solanum lycopersicum) are often sequestered in glycosylated form. A homology-based screen was used to identify the geneSlUGT5, which is a member of UDP-glycosyltransferase 72 family and shows specificity towards a range of substrates, including flavonoid, flavanols, hydroqui-none, xenobiotics and chlorinated pollutants.

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  • Essential oils (also called volatile oils) generally extracted by distillation from plants are hydrophobic liquids containing volatile aromatic compounds. The essential oils are widely used in perfumes, cosmetics as well as in food and drink as flavor additives. Some essential oils show multiple pharmacological activities and have been considered as the major active fractions of herbal medicines [1–3].

    pdf7p phannguyen05 12-04-2013 30 2   Download

  • Lecture Financial markets - Lecture 6: Efficient markets and excess volatility. In this chapter, the following content will be discussed: Efficient Markets Hypothesis vs. Random walk, apparent inability of professionals to make money, Warren Buffet and David Swensen: What does their experience prove?

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  • After completing this unit, you should be able to: Value options using historical vol, moving average vol (MAV), exponentially weighted moving average (EWMA), and generalized autoregressive conditional heteroskedasticity (GARCH); calculate option model implied volatility surfaces -- time skew (a.k.a. terms structure of volatility), and strike skew (Smiles and Smirks); understand what volatility surfaces reveal about option prices, volatility, and the models.

    ppt25p nomoney8 04-04-2017 1 1   Download

  • This chapter’s objectives are to: Examine the so-called stylized facts concerning the properties of economic timeseries data, introduce the basic ARCH and GARCH models, show how ARCH and GARCH models have been used to estimate inflation rate volatility,...

    ppt80p nomoney17 04-07-2017 10 1   Download

  • This tutorial will show you how to create a simple Xilinx ISE project based on the Spartan-3 Board. We will be implementing a simple decoder circuit that uses the switches on the board as inputs and the eight LEDs as outputs. There are several parts to this tutorial. Part 1 shows the basics of creating a project in Xilinx ISE. Part 2 shows how to create a PROM file that can be written to the non-volatile memory on the Spartan-3 board (because the FPGA’s configuration is lost when power is turned off). Part 3 shows how to then program the board....

    pdf30p vinhtk7ce 04-10-2011 134 54   Download

  • L BÀI 15: AUTO_PTR, MUTABLE, VOLATILE VÀ ĐÁNH GIÁ TỐC ĐỘ CHƯƠNG TRÌNH auto_ptr Trong thư viện có định nghĩa lớp auto_ptr (nghĩa là con trỏ cấp phát và hủy bỏ vùng nhớ tự động) để giải quyết vấn đề rò rỉ bộ nhớ (tuy vậy vẫn có phiền toái, do đó lập trình viên tự cấp phát và giải phóng bộ nhớ vẫn là lựa chọn được khuyến khích hơn) Trong ví dụ dưới đây, p trỏ đến a (gọi là p sở hữu a) ..........

    pdf9p yukogaru 26-07-2010 170 48   Download

  • It is a pleasure to edit the second volume of papers presented at the Mathematical Finance Seminar of New York University. These articles, written by some of the leading experts in financial modeling cover a variety of topics in this field. The volume is divided into three parts: (I) Estimation and Data-Driven Models, (II) Model Calibration and Option Volatility and (III) Pricing and Hedging. The papers in the section on "Estimation and Data-Driven Models" develop new econometric techniques for finance and, in some cases, apply them to derivatives.

    pdf379p haiduong_1 03-04-2013 22 13   Download

  • ADVANCED TEXTS IN ECONOMETRICS General Editors Manuel Arellano Guido Imbens Grayham E. Mizon Adrian Pagan Mark Watson Advisory Editor C. W. J. Granger.Other Advanced Texts in conometrics ARCH: Selected Readings Edited by Robert F. Engle Asymptotic Theory for Integrated Processes By H. Peter Boswijk Bayesian Inference in Dynamic Econometric Models By Luc Bauwens, Michel Lubrano, and Jean-Fran¸ois Richard c Co-tegration, Error Correction, and the Econometric Analysis of Non-Stationary Data By Anindya Banerjee, Juan J. ...

    pdf534p transang3 29-09-2012 53 12   Download

  • Stochastic volatility (SV) is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. In this book I bring together some of the main papers which have influenced the field of the econometrics of stochastic volatility with the hope that this will allow students and scholars to place this literature in a wider context.

    pdf534p vigro23 29-08-2012 24 11   Download

  • The world suffers no shortage of accounting texts. The many I’ve read over the past 25 years have helped me audit, prepare, use, and explain corporate financial statements. Missing in this lettered journey has been a work that provides context for accounting’s six divisive issues: inflation, volatility, intangibles, debt, options, and earnings. A brief history of accounting can fill this void. Students and practitioners study textbooks designed to explain the how’s of accounting.

    pdf258p haiduong_1 03-04-2013 38 10   Download

  • Tham khảo tài liệu 'forex strategies for high and low volatility markets_4', tài chính - ngân hàng, đầu tư chứng khoán phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả

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  • Tham khảo tài liệu 'forex strategies for high and low volatility markets_3', tài chính - ngân hàng, đầu tư chứng khoán phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả

    pdf32p google_1669 02-03-2012 35 8   Download

  • Tham khảo tài liệu 'forex strategies for high and low volatility markets_5', tài chính - ngân hàng, đầu tư chứng khoán phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả

    pdf32p google_1669 02-03-2012 38 8   Download

  • Tham khảo tài liệu 'forex strategies for high and low volatility markets_6', tài chính - ngân hàng, đầu tư chứng khoán phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả

    pdf32p google_1669 02-03-2012 42 8   Download


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