Futures Margins and Stock Price Volatility

Futures Margins and Stock Price Volatility PDF Author: Paul H. Kupiec
Publisher:
ISBN:
Category : Margins (Futures trading)
Languages : en
Pages : 52

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Futures Margins and Stock Price Volatility

Futures Margins and Stock Price Volatility PDF Author: Paul H. Kupiec
Publisher:
ISBN:
Category : Margins (Futures trading)
Languages : en
Pages : 52

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Futures Margins as Predictors of Price Volatility

Futures Margins as Predictors of Price Volatility PDF Author: Douglas T. Breeden
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 48

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International Convergence of Capital Measurement and Capital Standards

International Convergence of Capital Measurement and Capital Standards PDF Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294

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World Agricultural Supply and Demand Estimates

World Agricultural Supply and Demand Estimates PDF Author:
Publisher:
ISBN:
Category : Agricultural productivity
Languages : en
Pages : 40

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The Commodity Futures Modernization Act of 2000

The Commodity Futures Modernization Act of 2000 PDF Author: United States. Congress. House. Committee on Commerce. Subcommittee on Finance and Hazardous Materials
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 76

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Derivatives and Hedge Funds

Derivatives and Hedge Funds PDF Author: Stephen Satchell
Publisher: Springer
ISBN: 1137554177
Category : Science
Languages : en
Pages : 416

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Book Description
Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised for the provision of liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF). The 18 papers included in this volume represent a small sample of influential papers included during the life of the Journal, representing industry-orientated research in these areas. With a Preface from co-editor of the journal Stephen Satchell, the first part of the collection focuses on hedge funds and the second on markets, prices and products.

Stock Market Policy Since the 1987 Crash

Stock Market Policy Since the 1987 Crash PDF Author: Hans R. Stoll
Publisher: Springer Science & Business Media
ISBN: 1461557070
Category : Business & Economics
Languages : en
Pages : 143

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Book Description
Since the US stock market crashed on October 19, 1987, many studies have been conducted to learn from this experience in the hopes of avoiding a similarly adverse future fall. The book, originally published as a special issue of the Journal of Financial Services Research, considers some of the important policy adjustments that have been implemented in the wake of the 1987 crash. Taken separately and together, these five papers offer a synthesis and summary of the most important policy innovations that have evolved since the largest single-day decline in stock market history.

Methods and Applications of Statistics in Business, Finance, and Management Science

Methods and Applications of Statistics in Business, Finance, and Management Science PDF Author: Narayanaswamy Balakrishnan
Publisher: John Wiley & Sons
ISBN: 0470405104
Category : Mathematics
Languages : en
Pages : 735

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Book Description
Inspired by the Encyclopedia of Statistical Sciences, Second Edition, this volume presents the tools and techniques that are essential for carrying out best practices in the modern business world The collection and analysis of quantitative data drives some of the most important conclusions that are drawn in today's business world, such as the preferences of a customer base, the quality of manufactured products, the marketing of products, and the availability of financial resources. As a result, it is essential for individuals working in this environment to have the knowledge and skills to interpret and use statistical techniques in various scenarios. Addressing this need, Methods and Applications of Statistics in Business, Finance, and Management Science serves as a single, one-of-a-kind resource that guides readers through the use of common statistical practices by presenting real-world applications from the fields of business, economics, finance, operations research, and management science. Uniting established literature with the latest research, this volume features classic articles from the acclaimed Encyclopedia of Statistical Sciences, Second Edition along with brand-new contributions written by today's leading academics and practitioners. The result is a compilation that explores classic methodology and new topics, including: Analytical methods for risk management Statistical modeling for online auctions Ranking and selection in mutual funds Uses of Black-Scholes formula in finance Data mining in prediction markets From auditing and marketing to stock market price indices and banking, the presented literature sheds light on the use of quantitative methods in research relating to common financial applications. In addition, the book supplies insight on common uses of statistical techniques such as Bayesian methods, optimization, simulation, forecasting, mathematical modeling, financial time series, and data mining in modern research. Providing a blend of traditional methodology and the latest research, Methods and Applications of Statistics in Business, Finance, and Management Science is an excellent reference for researchers, managers, consultants, and students in the fields of business, management science, operations research, supply chain management, mathematical finance, and economics who must understand statistical literature and carry out quantitative practices to make smart business decisions in their everyday work.

Report on the Regulation of Futures Margins

Report on the Regulation of Futures Margins PDF Author:
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 36

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Price Volatility in the Silver Futures Market

Price Volatility in the Silver Futures Market PDF Author: United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry. Subcommittee on Agricultural Research and General Legislation
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 1004

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