Table Of Contents: Introduction 4 Methodology 5 Uses of VIX 12 Investor Fear Gauge: 12 Hedging with VIX: 13 Hedging with VIX Options and Futures: 15 Risk management case study application: 16 Conclusion: 20 Bibliography: 21 Introduction The VIX is the ticker symbol for the volatility index that the Chicago Board Options Exchange (CBOE) created to measure the implied volatility of options on the S&P 500 index (SPX) over the next 30 calendar days. The formal name of the VIX is the CBOE
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Comprehensive Formulation for the Optimal Control Of Plug-In Hybrid Electric Vehicles Avinash Gali December 22‚ 2010 Cheol W. Lee‚ Ph.D. Associate Professor Industrial and Manufacturing Systems Engineering University of Michigan – Dearborn Abstract: The objective of this study is develop a comprehensive formulation for the optimal control of Plug-In Hybrid Electric Vehicles (PHEV) considering various factors such as battery life‚ fuel economy‚ overall energy usage and emissions. Implications
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Mathematicians of the 17th Century Jacob Bernoulli (also known as James or Jacques) (27 December 1654/6 January 1655 – 16 August 1705) was one of the many prominent mathematicians in the Bernoulli family. He became familiar with calculus through a correspondence with Gottfried Leibniz‚ then collaborated with his brother Johann on various applications‚ notably publishing papers ontranscendental curves (1696) and isoperimetry(1700‚ 1701). In 1690‚ Jacob Bernoulli became the first person to develop
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Journal of Spatial Hydrology Spring Vol. 5‚ No. 1 Spatial Analysis of Urban Stormwater Quality M. Ghafouri1 and C.E. Swain Abstract Urban stormwater non-point source pollutants are recognized as a major cause of receiving waters quality deterioration. To date most research has focused on specifying temporal variations of stormwater quality parameters which includes high uncertainties and also increases the risk of pollution control structures failure. Traditionally‚ the temporal variations of quality
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IT433 Data Warehousing and Data Mining — Data Preprocessing — 1 Data Preprocessing • Why preprocess the data? • Descriptive data summarization • Data cleaning • Data integration and transformation • Data reduction • Discretization and concept hierarchy generation • Summary 2 Why Data Preprocessing? • Data in the real world is dirty – incomplete: lacking attribute values‚ lacking certain attributes of interest‚ or containing only aggregate data • e.g.‚ occupation=“ ”
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ME GATE Paper 2009 www.gateforum.com _____________Download from wQ. No. 1 – 20 Carry OnePowered By © JbigDeaL____________ ww.JbigDeaL.com Mark Each 1. 3 5 For a matrix [M]= x T 4 5 ‚ the transpose of the matrix is equal to the inverse of 3 5 −1 the matrix M = M . The value of x is given by (A) − 2. 4 5 3 5 (D) 4 5 (B) 1 − et (C) 3 (s 2 1 +s ) (D) 0 (C) 1 − e− t (D) 1 + e− t is If three
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------------------------------------------------- Rock (geology) In geology‚ a rock is a naturally occurring solid aggregate of one or more minerals or mineraloids. For example‚ the common rock‚ granite‚ is a combination of the quartz‚ feldspar and biotite minerals. The Earth’s outer solid layer‚ the lithosphere‚ is made of rock. Rocks have been used by mankind throughout history. From the Stone Age rocks have been used for tools. The minerals and metals we find in rocks have been essential to
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Quantitative Finance Collector abiao Published: 2010 Categories(s): Non-Fiction‚ Business & economics‚ Finance Tag(s): "quantitative finance" "financial engineering" "mathematical finance" quant "quantitative trading" Please read update at http:://www.mathfinance.cn 1 Quantitative Finance Collector is simply a record of my financial engineering learning journey as a master in quantitative finance‚ a PhD candidate in finance and a Quantitative researcher. It is mainly about Quantitative
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EFFECTS OF ROTATION AND SLUDGE ADDITION ON ROTATING SEDIMENTATION PERFORMANCE IN REMOVING TURBIDITY PENGARUH PUTARAN DAN PENAMBAHAN LUMPUR PADA PENGENDAP BERPUTAR DALAM PENYISIHAN KEKERUHAN Nufikha Indriani1 and James Nobelia I.2 Environmental Engineering Study Program Faculty of Civil and Environmental Engineering Institut Teknologi Bandung Jl Ganesha 10 Bandung 40132 1 nufikha.indriani@yahoo.com‚ 2jnobelia@yahoo.com Abstract : One of alternatives to reduce cost of water treatment process
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International Research Journal of Finance and Economics ISSN 1450-2887 Issue 52 (2010) © EuroJournals Publishing‚ Inc. 2010 http://www.eurojournals.com/finance.htm Does Education Alleviate Poverty? Empirical Evidence from Pakistan Imran Sharif Chaudhry Associate Professor of Economics. Bahauddin Zakariya University Multan‚ Pakistan E-mail: imranchaudhry@bzu.edu.pk Shahnawaz Malik Professor of Economics‚ Bahauddin Zakariya University Multan‚ Pakistan E-mail: shahnawazmalik@bzu.edu.pk Abo ul Hassan
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