Equity Correlation Trading Silverio Foresi and Adrien Vesval Goldman Sachs NYU‚ April 2006 Outline • • • Equity Correlation: Definitions‚ Products and Trade Structures Rationale: Evidence and Models Opportunities: an Historical Perspective Correlation Products Building Blocks: Vol Products • Realized variance: RV • 1 = n ∑ T t =1 St (ln( )) S t −1 2 OTC products to trade realized variance: – Delta-hedged options (straddles) – Volatility swap – Variance swap
Premium
Philippine International Trading Corporation (PITC)‚ a line corporation under the Department of Trade and Industry (DTI)‚ is a self-sustaining government corporation operating under its Revised Charter‚ Presidential Decree (PD) 1071 (1077) as amended. Since its establishment in 1973 as the government’s only international trading corporation‚ Philippine International Trading Corporation (PITC)‚ has been in the forefront of the Government’s economic agenda on market expansion‚ global competitiveness
Premium International trade
Institute of Integrity‚ Public Service‚ Ethics‚ Corruption INTRODUCTION The Government of Malaysia has made continuous efforts and put in place an elaborate set of strategies and institutions aimed at combating corruption and promoting integrity in the society. The nation’s anti-corruption drive has lately received a major boost. Former Prime Minister‚ Abdullah Haji Ahmad Badawi’s government that came to power in 2003‚ declared combating corruption as its main priority‚ which was followed by a
Premium Civil service Government Public administration
from Philippines * More search tools * Search Results * A.J. (last year’s blog): Tuesdays With Morrie: My Overall Reaction * ayyjayykayy.blogspot.com/.../tuesdays-with-morrie-my-overall.html6 Apr 2008 – Tuesdays With Morrie: My Overall Reaction. Before writing this blog entree‚ I decided to look up videos of Morrie that were broad casted ... * What is your reaction about the story tuesdays with morrie ... * answers.yahoo.com › ... › Homework Help * 1 answer - 31 Jan 2009
Premium Tuesdays with Morrie
[http://findarticles.com/p/articles/mi_m1272/is_2694_131/ai_98829796/?tag=content;col1] FROM THE PERSPECTIVE of crisis management‚ the first few years of the 21st century have been extraordinary. As a society‚ we went from the Ford/Firestone fire debacles (May to September‚ 2000) to the terrorist attacks of Sept. 11‚ 2001. These were followed in close succession by unsavory revelations that Catholic priests had committed serious acts of child abuse and‚ furthermore‚ that these acts were repeatedly
Premium Southeast Asia Crisis International trade
Commodities Futures Trading in India Indian markets have recently thrown open a new avenue for retail investors and traders to participate: commodity derivatives. For those who want to diversify their portfolios beyond shares‚ bonds and real estate‚ commodities is the best option. What is commodity trading? It’s an age-old phenomenon. Modern markets came up in the late 18th century‚ when farming began to be modernised. Though the trade’s mechanisms have changed‚ the basics are still the same
Premium Futures contract Commodity market Hedge
Brandeis University • Mitch—after graduation 2. Mitch’s life at different stages (cont’)-------------------------------------------page 2 • Mitch—after meeting Morrie 3. Reflections on themes discussed in the book----------------------------------page 2 • Culture 4. Reflections on themes discussed in the book (cont’)--------------------------page 3 • Tension of Opposites • Aging 5. Reflections on themes discussed in the book (cont’)--------------------------page
Premium Meaning of life Life
Running Heading: Tuesdays with Morrie Brief Meaning of life Paper. Tuesdays with Morrie A Brief Meaning of Life Paper California State University‚ Northridge Annmarie (Connie) Villegas Social Work 502 Professor Paez March 22‚ 2012 Tuesdays with Morrie takes the reader through a captivating journey of one mans life during his time of death and another mans journey to self-realization. By coming together both men found a sense of meaning through the path
Premium Meaning of life Tuesdays with Morrie Life
50‚000 is a lot of money that can grow to even larger proportions if properly understood how to trade different currencies. Our team was given this money in attempt to grow the funds through trading various currencies that we believe were appreciating and depreciating. Our main source to perform this was articles from Bloomberg. We were looking for current information that could help us make the most optimal trade. We struggled at first understanding the data that was the main contributor to our
Premium United States dollar Foreign exchange market Currency
Comparing and Contrasting the Techniques of William Shakespeare and Mitch Albom In William Shakespeare’s As You like It and Mitch Albom’s Tuesdays with Morrie two very different yet similar works written in distant time frames link together the aspects of death. Though they are both centered around one core subject‚ each author approaches the topic with their own opinions and attitudes peeking through. One work is more matter-of-fact while the other is leaning toward sentimental and emotional value
Premium Death William Shakespeare Poetry