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The top documents tagged [estimated volatility]
A volatilidade de pojetos industrias para uso em analise de risco de investimentos
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K. Ensor, STAT 421 1 Spring 2004 Garch-m The process or return is dependent on the volatility , c are constants C is the “risk premium parameter”; c>0
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Analytical Option Pricing: Black-Scholes –Merton model; Option Sensitivities (Delta, Gamma, Vega, etc) Implied Volatility Finance 30233, Fall 2010 The
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Analytical Option Pricing: Black-Scholes –Merton model;
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Portfolio Loss Distribution. Risky assets in loan portfolio highly illiquid assets “hold-to-maturity” in the bank’s balance sheet Outstandings The portion
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