Search Results - subject:"Natural volatility"

Carey, Alexander - Volkswirtschaftliche Fakultät, … - 2008

volatility. We develop the associated concept of path-conditional forward volatility, via which the natural volatility can be … instantaneous returns over the natural filtration of the underlying security. We call the square root of this new process natural …

Persistent link: https://www.econbiz.de/10005786986

Applied Intertemporal Optimization

Walde, Klaus - Department of Economics, Adam Smith Business School

This textbook provides all tools required to easily solve intertemporal optimization problems in economics, finance, business administration and related disciplines. The focus of this textbook is on 'learning through examples' and gives a very quick access to all methods required by an...

Persistent link: https://www.econbiz.de/10005729981