'Historical volatility' diaporamas de présentation

Surprising Similarities: Recent Monetary Regimes of Small Economies

Surprising Similarities: Recent Monetary Regimes of Small Economies. Andrew K. Rose Berkeley-Haas, CEPR and NBER. Key Question. Global Financial Crisis (GFC) spread globally, especially via capital (and trade) flows How did outcomes for small economies vary by monetary regime?

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1.26k views • 57 slides

Chapter 10

Chapter 10. Capital Markets and the Pricing of Risk. Figure 10.1 Value of $100 Invested at the End of 1925. Source: Chicago Center for Research in Security Prices (CRSP) for U.S. stocks and CPI, Global Finance Data for the World Index, Treasury bills and corporate bonds.

526 views • 44 slides

376 views • 20 slides

Employer Pensions, Risk and Asset Allocation

Employer Pensions, Risk and Asset Allocation. Mike Orszag. Rome, April 2, 2003. Guarantees for Individuals. Pensioners paid first Others paid next Example: pension scheme 75% funded, 50% of liabilities pensioner liabilities Pensioners are paid in full, others get 50% of benefits.

259 views • 17 slides

Value at Risk: A Comparative Analysis

Value at Risk: A Comparative Analysis. Filip Iorgulescu. Introduction. Why is VaR a challenging subject for me?. - scientific but also practical - easy to understood, difficult to determine - a benchmark with certain shortcomings.

302 views • 17 slides

Value at Risk: A Comparative Analysis

Value at Risk: A Comparative Analysis. Filip Iorgulescu. Introduction. Why is VaR a challenging subject for me?. - scientific but also practical - easy to understood, difficult to determine - a benchmark with certain shortcomings.

269 views • 17 slides

Option Pricing Model

Option Pricing Model. Stephen Yan-leung Cheung Professor of Finance (Chair) Department of Economics and Finance City University of Hong Kong March 1, 2001. Two Main Pricing Models. Black-Scholes Model Binomial Model. 1. Black-Scholes Model. Option value is a function of: Stock price

407 views • 16 slides

Economic Price Adjustment Update

Economic Price Adjustment Update. Chris Grassano Project Manager 3 February 2009. Status. EPA Cost and Index methodologies have been refined. Working on methodology/guidelines for determining when EPA is appropriate New Modified Survey sent out to Ammo Sub Group on 21 Jan 2009. Includes

190 views • 7 slides