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The top documents tagged [historical volatilities]
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historical volatilities
1 SAMSI Credit Risk Working Group Presentation Model for Unified Valuation of Credit and Equity Derivatives Apoorv Mathur (Ongoing work) Joint Work with.
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Graduate Finance Curriculum: What’s New and What to Review P.V. Viswanath Graduate Program Chair November 6, 2013.
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Ossiam investment solutions citywire smart beta london - 27-28112012
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Ngam ossiam final presentation citywire gstaad event-sept 2012
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VisualOptions: software for option traders
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Hedging WTI Crude Oil: United Continental Holdings, Inc. (UAL) Hee Joo Kim Joyce Chung Michael Chen Orlando Ardila May 8, 2012.
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1 OVERVIEW OF AN INTEGRATED QUANTITATIVE FRAMEWORK IN FIXED-INCOME PORTFOLIO MANAGEMENT February 17, 1999 Global Association of Risk Professional Boston.
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Spot and analyze unusual option activity Spot unusual option activity. Scans the entire market looking for unusual volume (every hour), analyzing the last.
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INTEGRATED MULTI-FACTOR RISK MANAGEMENT AND PERFORMANCE ATTRIBUTION
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Ron D'Vari, Ph.D.State Street Research1 INTEGRATED MULTI-FACTOR RISK MANAGEMENT AND PERFORMANCE ATTRIBUTION Ron D’Vari, Ph.D. Vice President, Fixed Income.
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Model Free Results on Volatility Derivatives
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OVERVIEW OF AN INTEGRATED QUANTITATIVE FRAMEWORK IN FIXED-INCOME PORTFOLIO MANAGEMENT
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