'Daily returns' diaporamas de présentation

Chapter 20 Current Topics in Risk Management

Chapter 20 Current Topics in Risk Management. Value at Risk (VaR) Credit Derivatives Exotic Options. Value at Risk (VAR) (http://www.gloriamundi.org).

731 views • 62 slides

13 th AFIR Colloquium 2003

13 th AFIR Colloquium 2003. The estimation of Market VaR using Garch models and a heavy tail distributions. The dynamic VaR and The Static VaR. The Garch Models The Heavy tails distributions. 13 th AFIR Colloquium 2003. The market VaR.

444 views • 44 slides

Portfolio Management

Portfolio Management. Grenoble Ecole de Management MSc Finance 2011. Learning Objectives. Mastering the principles of the portfolio management process: Execution Market efficiency. Portfolio Management. Execution of Portfolio Decisions. Execution.

510 views • 34 slides

On Portfolio Optimization: How Do We Benefit from High-Frequency Data?

On Portfolio Optimization: How Do We Benefit from High-Frequency Data?. Qianqiu Liu. Motivation. Do high-frequency data help in estimating large covariance matrices? How to form a large covariance matrix estimator with high-frequency data?. Why high-frequency data.

429 views • 28 slides

Centralized Returns

Centralized Returns. Business Opportunity. Centralized Returns Benefits guarantee companies, checks returned faster. As a sales tool for reselling As part of a front-end RCK System for potential clients. Eliminates low dollar clearing. Internet Access

358 views • 20 slides

Centralized Returns

Centralized Returns. Business Opportunity. Centralized Returns Benefits guarantee companies, checks returned faster. As a sales tool for reselling As part of a front-end RCK System for potential clients. Eliminates low dollar clearing. Internet Access

291 views • 20 slides

What Happened to the Quants in 2007?????

What Happened to the Quants in 2007?????. GROUP 5 3/10/2010. Outline. -Update on Results from Paper 1 -Progress on Paper 2. Table 1. Table 2. Table 3 . Table 6 . Figures and Other Tables. Figure 1 Figure 2 Figure 5 Table 5. Modifications for Closer Results.

247 views • 18 slides

From Binomial to Black-Scholes-Merton Option Sensitivities (Delta, Gamma, Vega , etc)

From Binomial to Black-Scholes-Merton Option Sensitivities (Delta, Gamma, Vega , etc) Implied Volatility. Finance 30233, Fall 2016 The Neeley School S. Mann. s =. annualized standard deviation of asset rate of return. Historical Volatility Computation. 1) compute daily returns

184 views • 18 slides

Chaos Theory and Modern Trading

Chaos Theory and Modern Trading. By Paul Cottrell, BSc, MBA, ABD. Introduction. Author Complexity Science, Behavioral Finance, Dynamic Hedging, Financial Statistics, Chaos Theory Proprietary Trader Energy and Currency Dissertation

402 views • 17 slides

Slides by Matthew Will

Principles of Corporate Finance Brealey and Myers Sixth Edition. Warrants and Convertibles. Slides by Matthew Will. Chapter 22. Irwin/McGraw Hill. The McGraw-Hill Companies, Inc., 2000. Topics Covered. What is a Warrant? What is a Convertible Bond?

315 views • 16 slides

142 views • 14 slides

Does Momentum Matter ? Using Daily Returns to Create Trading Strategies for Internet Stocks

Does Momentum Matter ? Using Daily Returns to Create Trading Strategies for Internet Stocks. BA 453 - International Investments The Fuqua School of Business. Presented by: Juan Pablo de Miguel Matthias Hoffmann Bernardo Martinez Sergio Penchas Will Walker.

198 views • 10 slides

How To Compare Similar Portfolios?

137 views • 5 slides

Option Pricing on stocks with Log-Symmetric Distributions of Returns

146 views • 3 slides