Results 131 to 140 of about 112,069 (297)
VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION‐IMPLIED VOLATILITY TRADE‐OFF [PDF]
, 2005 Ronnie Donaldson, Mark J. Kamstra
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Advanced Functional Materials, EarlyView.This review describes the different surface engineering strategies for quantum dots that addresses the challenges associated with surface defects, highlighting their role in enhancing the performance of solar energy conversion technologies. Abstract Colloidal quantum dots (QDs) have garnered significant attention for their unique potential in clean ...
Kokilavani S., Gurpreet Singh Selopal
wiley +1 more source
Using implied volatility to measure uncertainty about interest rates [PDF]
Option prices can be used to infer the level of uncertainty about future asset prices. The first two parts of this article explain such measures (implied volatility) and how they can differ from the market's true expectation of uncertainty.
Christopher J. Neely
core
Using Implied Volatility to Measure Uncertainty About Interest Rates [PDF]
, 2006 Christopher J. Neely
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, 1998 After a brief review of option pricing theory, we introduce various methods proposed for extracting the statistical information implicit in options prices. We discuss the advantages and drawbacks of each method, the interpretation of their results in economic terms, their theoretical consequences and their relevance for applications.
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Advanced Functional Materials, EarlyView.Two‐dimensional electronic states are the foundation of modern semiconductor technology. Here, we report molecular‐beam epitaxy growth of fractional double perovskite, EuTa2O6. Reciprocal space mapping and transmission electron microscopy confirm a layered ordering of A‐site cations.
Tobias Schwaigert +15 more
wiley +1 more source
The Information Content of Implied Volatility in the Hong Kong and Singapore Covered Warrants Markets [PDF]
This paper examines the informational content and predictive power of implied volatility over different forecasting horizons in a sample of European covered warrants traded in the Hong Kong and Singapore markets.
Cheny Chen, Hoa Nguyen, Ming-Hua Liu
core
The volatility of the instantaneous spot interest rate implied by arbitrage pricing—A dynamic Bayesian approach [PDF]
, 2006 Ramaprasad Bhar +3 more
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Design and Applications of Multi‐Frequency Programmable Metamaterials for Adaptive Stealth
Advanced Functional Materials, EarlyView.This article provides a comprehensive overview of metamaterials, including their fundamental principles, properties, synthesis techniques, and applications in stealth, as well as their challenges and future prospects. It covers topics that are more advanced than those typically discussed in existing review articles, while still being closely connected ...
Jonathan Tersur Orasugh +4 more
wiley +1 more source
Foreign Exchange, Fractional Cointegration and the Implied-Realized Volatility Relation [PDF]
, 2007 Neil Kellard +2 more
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