152 search results - page 1 / 31 » An Examination of Forward Volatility |
WSC
2004
13 years 6 months ago
2004
This paper investigates the adequacy of various principal components (p.c.) approaches as data reduction schemes for processing contingent claim valuations on baskets of equities....
EOR
2008
13 years 5 months ago
2008
Beta is a widely used quantity in investment analysis. We review the common interpretations that are applied to beta in finance and show that the standard method of estimation
CISSE
2007
Springer
13 years 9 months ago
2007
Springer
Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
PVM
2009
Springer
13 years 11 months ago
2009
Springer
The objective of this research is to convert ordinary idle PCs into virtual clusters for executing parallel applications. The paper introduces VolpexMPI that is designed to enable ...
MASCOTS
2004
13 years 6 months ago
2004
File systems using non-volatile RAM (NVRAM) promise great improvements in file system performance over conventional disk storage. However, current technology allows for a relative...