'Realized volatility' diaporamas de présentation

The Option Pit Method

The Option Pit Method. Option Pit Boot Camp The Option Pit Method For trading options. Option Pit. Option Boot Camp- The Option Pit Method. The Option Pit method uses Position Structure Efficient use of Capital Risk Management

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Extreme Value Theory for High Frequency Financial Data

Extreme Value Theory for High Frequency Financial Data. Abhinay Sawant April 20, 2009 Economics 201FS. Background: Value at Risk.

356 views • 23 slides

My Favorite Investment Today

285 views • 20 slides

Semivariance Significance

Semivariance Significance. Baishi Wu, 4/16/08. Outline. Motivation Background Math Data Information Summary Statistics Correlation Summary Regression Summary. Introduction. Want to examine predictive regressions for realized variance by using realized semi-variance as a regressor

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An Analysis of Superbowl Volatility

An Analysis of Superbowl Volatility. Sean Puneky 10 February 2009. Initial Theory. A study in Behavioral Economics Traders trade what they know

259 views • 15 slides

About the Stocks

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The Intra Day Volatility Using extreme-value estimators and financial Models

Dr Kriti Arekar Dr Rinku Jain Keshav Trehan. The Intra Day Volatility Using extreme-value estimators and financial Models. Introduction. Volatility is the key word in stock markets.

219 views • 10 slides

Information in the term structure of variance swaps and CFO predictions of volatility

Information in the term structure of variance swaps and CFO predictions of volatility. Whit Graham, Josh Kaehler, Matt Seitz. Agenda. Variance Swaps What is a variance swap? Term structure Initial analysis/ findings Key questions/ ongoing analysis CFO Survey- volatility predictions

103 views • 10 slides