'Trading days' diaporamas de présentation

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Market Risk Management:

Market Risk Management:. VAR Market Risk Measurement. Analytic Risk Management Tools. Risk-weighted assets (banks) 1988 Stress Testing 1992 Value-at-Risk, VaR 1993 RiskMetrics 1994 CreditMetrics 1997 Integration of credit and market 1998- Enterprisewide RM 2000-.

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PORTFOLIO SELECTION: experimental comparison of Universal and non-universal Algorithms

PORTFOLIO SELECTION: experimental comparison of Universal and non-universal Algorithms. Lorenzo Coviello and Petros Mol. Universal Information Processing, Spring 2011. June 2, 2011. Motivation. Investing money in the stock market How to build a successful portfolio?

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The Black-Scholes Model

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Dubai Financial Market

Dubai Financial Market. International Investor Conference. London 2008. Table of Contents. Introduction DFM: Market Highlights DFM: Company Highlights. Recent oil boom has helped GCC economies achieve compelling GDP growth rates, creating a pool of liquidity in excess of USD 3 T.

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Dow Jones STOXX Balkan Indices

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Convertible bonds as an asset class Conversion and call features in convertible bonds

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Ranking Refactoring Suggestions based on Historical Volatility

Ranking Refactoring Suggestions based on Historical Volatility Nikolaos Tsantalis Alexander Chatzigeorgiou University of Macedonia Thessaloniki, Greece. 15th European Conference on Software Maintenance and Reengineering ( CSMR 2011). Design Problems.

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FIN 685: Risk Management

FIN 685: Risk Management. Topic 6: VaR Larry Schrenk, Instructor. Topics. Types of Risks Value-at-Risk Expected Shortfall. Types of Risk. Types of Risk. Market Risk Credit Risk Liquidity Risk Operational Risk. VaR. History.

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IBD MEETUP/NORTHRIDGE

IBD MEETUP/NORTHRIDGE. LETS MEETUP TO DISCUSS THE MARKET OUTLOOK NOW AND FIRST QUARTER OF 2014. DECEMBER 21, 2013. A RECAP OF 2013. Stock indexes established new records Stocks added to their robust year-to-date gains in November.

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Enforcement of Accounting Standards in Europe: Empirical Evidence for the Two-tier Mechanism in Germany

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Monte Carlo Simulation for Asian Basket Option

Ewa Lukasik - Jakub Lawik - Juan Mojica - Xiaodong Xu. Monte Carlo Simulation for Asian Basket Option. The outline of our Project. Valuation of asian basket option Sampling: Time period: 13.10.2008 to 13.11.2008 for 24 trading days Currency: SEK Notional amount: 1 SEK

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Dr Panayiotis Alexakis President, CEO Athens Exchange S.A. June 11, 2004

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Detecting Insider Trading

June 2, 2008. Detecting Insider Trading. MS&E444 Final Presentation. Manabu Kishimoto Xu Tian Li Xu. Overview. Motivation & Focus Litigation Case Study (CNS Inc.) Detecting Strategy Automation and Optimization Performance Evaluation Conclusion. Motivation & Focus.

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Dr Panayiotis Alexakis President, CEO Athens Exchange S.A. June 11, 2004

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Monte-Carlo Simulations

Monte-Carlo Simulations. Seminar Project. Task. To Build an application in Excel/VBA to solve option prices. Use a stochastic volatility in the model. Plot the histogram of the outcome and calculate the probability to reach the strike. . Introduction .

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Impact of calendar effects

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Chapter 1: The Stock Market

Chapter 1: The Stock Market. 1.4 Simple Moving Averages. How can stock data be smoothed?. What factors might contribute to the fluctuation of stock market prices?. How can stock data be smoothed?.

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Wharton Asia Exchange

Wharton Asia Exchange. Asian Equities Trading Competition. WAX. Focus on business in all of Asia Foster cultural and professional exchanges between the university and Asia Build a network of leading authorities in various fields

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C hapter 23

SOLUTIONS. C hapter 23. DERIVATIVES: MANAGING FINANCIAL RISK. PROBLEM 23.10. A call option at a strike price of Rs 176 is selling at a premium of Rs 18. At what price will it break even for the buyer of the option?. SOLUTION 23.10.

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