When Uncertainty Blows In The Orchard
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When Uncertainty Blows In The Orchard
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Author : Andrea Buraschi
language : en
Publisher:
Release Date : 2013
When Uncertainty Blows In The Orchard written by Andrea Buraschi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
We produce novel evidence for an equilibrium link between investors' disagreement, the market price of volatility and correlation, and the differential pricing of index and individual equity options. We show that belief disagreement is positively related to (i) the wedge between index and individual volatility risk premia, (ii) the different slope of the smile of index and individual options and (iii) the correlation risk premium. Priced disagreement risk also explains returns of option volatility and correlation trading strategies in a way that is robust to the inclusion of other risk factors and different market conditions.
Expected Returns
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Author : Antti Ilmanen
language : en
Publisher: John Wiley & Sons
Release Date : 2011-03-14
Expected Returns written by Antti Ilmanen and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-14 with Business & Economics categories.
This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments. Written by a world-renowned industry expert, the reference discusses how to forecast returns under different parameters. Expected returns of major asset classes, investment strategies, and the effects of underlying risk factors such as growth, inflation, liquidity, and different risk perspectives, are also explained. Judging expected returns requires balancing historical returns with both theoretical considerations and current market conditions. Expected Returns provides extensive empirical evidence, surveys of risk-based and behavioral theories, and practical insights.
The Palgrave Companion To Lse Economics
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Author : Robert A. Cord
language : en
Publisher: Springer
Release Date : 2019-01-18
The Palgrave Companion To Lse Economics written by Robert A. Cord and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-18 with Business & Economics categories.
The London School of Economics (LSE) has been and continues to be one of the most important global centres for economics. With six chapters on themes in LSE economics and 29 chapters on the lives and work of LSE economists, this volume shows how economics became established at the School, how it produced some of the world’s best-known economists, including Lionel Robbins and Bill Phillips, plus Nobel Prize winners, such as Friedrich Hayek, John Hicks and Christopher Pissarides, and how it remains a global force for the very best in teaching and research in economics. With original contributions from a stellar cast, this volume provides economists – especially those interested in macroeconomics and the history of economic thought – with the first in-depth analysis of LSE economics.
Principles Of Uncertainty And Other Constants
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Author : Mitch Levenberg
language : en
Publisher: iUniverse
Release Date : 2006-03
Principles Of Uncertainty And Other Constants written by Mitch Levenberg and has been published by iUniverse this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-03 with Fiction categories.
Levenberg has a sharp merciless eye for the hazards that can intervene in the seemingly most innocuous situation. He is utterly fearless in describing the human situation as it is. At the same time humor shines through everything he writes. Alfred Kazin/Literary Critic Mitch Levenberg is a masterful storyteller. His characters walk a very fine line between the humorous and the pathetic, the farcical and the heroic as their everyday lives turn into an eerie high wire act. The results are unforgettable. Paul Violi/Poet and Critic Mitch Levenberg beautifully and poetically captures the sense of dislocation, both literal and figurative a person can feel. He writes of things seen but not quite believed, of moments where the narrator doubts his own perceptions of the way things are. His grasp of sometimes unseen connections between people and events make his stories more than just travelogues or observations; they help cut deeper, in some cases painfully so, linking events to emotions the characters do not wish to recognize or reckon with. Glenn Raucher/Writer's Voice
Science And Uncertainty The Literature Of The Contemporary Period
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Author : Robert Warnock
language : en
Publisher:
Release Date : 1967
Science And Uncertainty The Literature Of The Contemporary Period written by Robert Warnock and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1967 with Literature categories.
The Red Vineyard
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Author : REV. B. J. MURDOCH
language : en
Publisher: BEYOND BOOKS HUB
Release Date : 2023-06-19
The Red Vineyard written by REV. B. J. MURDOCH and has been published by BEYOND BOOKS HUB this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-06-19 with Fiction categories.
Benedict Joseph Murdoch (1886–1973), better known as Reverend B.J. Murdoch, was a Roman Catholic priest and writer. His best known work is The Red Vineyard (1923), which recalls his service during the First World War as a military chaplain. He initially enlisted and trained with the 132nd CEF Battalion (North Shore), and eventually served in England, France, Belgium and Germany. The unit was used as reinforcements upon its arrival in the United Kingdom. Later in his life he suffered from posttraumatic stress disorder (PTSD) or shell shock as it was called at the time. This resulted in him living almost half his life in seclusion in Bartibog, New Brunswick.
Mr Wayt S Wife S Sister
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Author : Marion Harland
language : en
Publisher: BoD – Books on Demand
Release Date : 2020-07-27
Mr Wayt S Wife S Sister written by Marion Harland and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-27 with Fiction categories.
Reproduction of the original: Mr. Wayt's Wife's Sister by Marion Harland
Methods Of Mathematical Finance
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Author : Ioannis Karatzas
language : en
Publisher: Springer Science & Business Media
Release Date : 1998-08-13
Methods Of Mathematical Finance written by Ioannis Karatzas and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-08-13 with Business & Economics categories.
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets. The latter topic is extended to a study of equilibrium, providing conditions for the existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the text. This monograph should be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation present techniques of practical importance, especially for pricing exotic options. Also available by Ioannis Karatzas and Steven E. Shreve, Brownian Motion and Stochastic Calculus, Second Edition, Springer-Verlag New York, Inc., 1991, 470 pp., ISBN 0-387- 97655-8.
Queer Poetics
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Author : Mary E. Galvin
language : en
Publisher: Praeger
Release Date : 1999-09-30
Queer Poetics written by Mary E. Galvin and has been published by Praeger this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-09-30 with Biography & Autobiography categories.
Galvin provides a critical look at the intersections between the development of queer consciousness and the poetic experimentations of Emily Dickinson, Amy Lowell, Gertrude Stein, Mina Loy, Djuna Barnes, and H.D., one that places them in a continuum of non-heterocentric existence. While these writers were non-heterocentric in their personal identities, they were also all innovators of modernist poetics. For lesbians and other non-heterocentrically defined writers, the active creation of identity outside the heterosexual economy demands new ways of writing, and this demand manifests itself not only in content, but also in poetic technique. The basic assumption of this work is that the mind which can imagine other sexual orientations and gender identities can and must also imagine new ways of writing, and that a consideration of the poets' sexualities is central to a fuller understanding of both the message and the medium of their poetic practices. A full-length exploration of the relationship between poetics and queer theory, Queer Poetics presents a theoretical framework that can illuminate not only the ways we read the specific poetic innovations of these six writers, but also the ways we read literary modernism itself, by placing both in a different social and epistemological context—that of queer existence. This work is important to scholars and researchers in Women's Studies, Gay and Lesbian Studies, feminist criticism, and the study of poetry.
The Journal Of The Senate During The Session Of The Legislature Of The State Of California
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Author : California. Legislature. Senate
language : en
Publisher:
Release Date : 1909
The Journal Of The Senate During The Session Of The Legislature Of The State Of California written by California. Legislature. Senate and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1909 with California categories.