LTRO, Money for Nothing?
Exercises in Advanced Risk and Portfolio Management
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Calibration of Jump-Diffusion Option Pricing Models - A Robust Non-Parametric Approach
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Essays on Volatility in the Crude Oil and Natural Gas Markets, GARCH,
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Financial notes
Market Color Taking the pulse. SPX Since May 1995.
McGraw-Hill/Irwin Copyright © 2002 by The McGraw-Hill Companies, Inc. All rights reserved. 12-0 Finance 457 12 Chapter Twelve The Black–Scholes Model.
Discussion of Structural GARCH: The Volatility-Leverage Connection by Rob Engle and Emil Siriwardane © 2013 by Andrew W. Lo All Rights Reserved Andrew.
