Vertical option spreads + website : a study of the 1.8 standard deviation inflection point / by Conrick, Charles John, Safari Books Online

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Quantitative Financial Risk Management. by Miller, Michael B., ProQuest Ebook Subscriptions

Table of Contents: “…; A Very Brief History of Risk Management; The Future of Risk Management; 2 Market Risk: Standard Deviation; Risk and Standard Deviation; Averages; Population and Sample Data; Discrete Random Variables.…”
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Day trading commodity futures / by Garner, Carley, 1977-, Safari Books Online

Table of Contents: “…Cover13; -- Day Trading Commodity Futures -- Advantages to Day Trading -- Low Barriers to Entry -- No Overnight Risk -- Supercharged Profits and Losses -- Drawbacks to Day Trading -- Mental Aspects of Day Trading -- Fear -- Greed -- Frustration -- Understanding Market Volatility -- VIX -- Standard Deviations -- Understanding Day Trading Margin -- Commission and Your Bottom Line -- Common Pitfalls of Day Trading -- Being Undercapitalized -- Overzealous Trading -- Use of Stop Orders -- Position Sizing -- Price Averaging -- Conclusion.…”
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Winning the institutional investing race : a guide for directors and executives / by Bunn, Michael, Campbell, Zack, SpringerLink (Online service)

Table of Contents: “…Chapter 7: Outsourcing Investment Decision MakingChapter 8: How Gatekeepers Harm Information Flow; Part II: Investments; Chapter 9: Academia; Chapter 10: Investment Basics; Â = a + b + e; a; b; e; Getting Started; Chapter 11: The Role of Risk; Standard Deviation; Stochastic Dominance; Omega (Gamma); Simulation; Chapter 12: The Role of Money Managers; Chapter 13: Manager Search; Chapter 14: The Right Way to View Asset Allocation; Chapter 15: What Diversification Really Means; Chapter 16: Asset Allocation: The Process; Rethinking the process; Conclusion; Chapter 17: Portfolio Evaluation.…”
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Financial frictions and sources of business cycle / by Sanjani, Marzie Taheri, PALCI EBSCO books

Table of Contents: “…MODEL FIT; 2 Marginal Data Density Test; 3 Theoretical Moments (standard deviation and 3 lags autocorrelation); V. DRIVERS OF BUSINESS CYCLE; 4 Variance Decompositions (%); 5 Normalized impulse response functions to MEI and capital quality shocks; VI. …”
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A financial conditions index for South Africa / by Gumata, Nombulelo, Klein, Nir, Ndou, Eliphas, PALCI EBSCO books, International Monetary Fund. African Department

Table of Contents: “…The Estimated Financial Conditions Indices (FCIs) Scaled by the Sample's Standard Deviations; 4. Demeaned GDP Growth and the Alternative FCIs; 5. …”
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Stock markets, investments and corporate behavior : a conceptual framework of understanding / by Dempsey, Michael (Michael J.), PALCI EBSCO books

Table of Contents: “…Expected return; 6.10.2. Variance and standard deviation; 6.10.3. Covariance; 6.10.4. Variance of portfolio returns; 6.10.5. …”
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Handbook of market risk / by Szylar, Christian, Safari Books Online

Table of Contents: “…2.3 Critics of Efficient Markets Theory2.4 Development of Behavioral Finance; 2.5 Beating the Market: Fundamental versus Technical; 2.5.1 Fundamental Methods; 2.5.2 Technical Analysis; Further Reading; Chapter Three: Return and Volatility Estimates; 3.1 Standard Deviation; 3.2 Standard Deviation with a Moving Observation Window; 3.3 Exponentially Weighted Moving Average (EWMA); 3.4 Double (Holt) Exponential Smoothing Model (DES); 3.5 Principal Component Analysis (PCA) Models; 3.6 The VIX; 3.7 Geometric Brownian Motion Process; 3.8 GARCH; 3.9 Estimator Using the Highest and Lowest.…”
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Unlocking financial data : a practical guide to technology for equity and fixed income analysts / by Pauley, Justin, Safari Books Online

Table of Contents: “…Portfolio Risk Analysis""; ""Path 1: Excel""; ""Variance, Volatility, and Standard Deviation""; ""Sharpe Ratio with Historical or Forecasted Returns""; ""Portfolio Breakdown""; ""Warning Signs""; ""Path 2: Access""; ""Portfolio Breakdown""; ""Warning Signs""; ""Path 3: C#""…”
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Unlocking financial data : a practical guide to technology for equity and fixed income analysts / by Pauley, Justin, Safari Books Online

Table of Contents: “…Portfolio Risk Analysis""; ""Path 1: Excel""; ""Variance, Volatility, and Standard Deviation""; ""Sharpe Ratio with Historical or Forecasted Returns""; ""Portfolio Breakdown""; ""Warning Signs""; ""Path 2: Access""; ""Portfolio Breakdown""; ""Warning Signs""; ""Path 3: C#""…”
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F♯ for quantitative finance : an introductory guide to utilizing F♯ for quantitative finance leveraging the .NET platform / by Astborg, Johan, Safari Books Online

Table of Contents: “…Floating-point numbersThe IEEE 754 floating-point standard; Learning about numerical types in F♯; Arithmetic operators; Learning about arithmetic comparisons; Math operators; Conversion functions; Introducing statistics; Aggregate statistics; Calculating the sum of a sequence; Calculating the average of a sequence; Calculating the minimum of a sequence; Calculating the maximum of a sequence; Calculating the variance and standard deviation of a sequence; Looking at an example application; Using the Math.NET library; Installing the Math.NET library; Introduction to random number generation.…”
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Mastering financial calculations : a step-by-step guide to the mathematics of financial market instruments / by Steiner, Bob, Safari Books Online

Table of Contents: “…Averages -- arithmetic & geometric means, weighted averages, median and mode -- Variance, standard deviation and volatility -- Correlation and covariance -- Histograms, probability density and the normal probability function -- Confidence levels and the normal probability table -- Exercises -- Part 2: Interest Rate Instruments -- The money market -- Overview -- Day/year conventions -- Money market instruments -- Money market calculations -- Discount instruments -- CDs paying more than one coupon -- Value dates -- Exercises -- Forward-forward interest rates and forward rate agreements (fras)…”
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Investing demystified : how to invest without speculation and sleepless nights / by Kroijer, Lars, Safari Books Online

Table of Contents: “…; Expected returns: no promises, but expect 4â#x80;#x93;5% after inflation; Larsâ#x80;#x99;s predictions; In summary; Chapter 6: The risk of equity markets; Understanding the risk you take to get returns; The standard deviation; You can lose a lot!; Donâ#x80;#x99;t assume that markets always bounce back; Diversification and the false sense of security; Risk rethought; Chapter 7: Adding other government and corporate bonds…”
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Mathematical and statistical methods for actuarial sciences and finance / by SpringerLink (Online service)

Table of Contents: “…Magatti: The estimation of standard deviation of premium risk under solvency 2. -- 15 M. …”
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Hedge fund modelling and analysis using Excel and VBA / by Darbyshire, Paul, Safari Books Online

Table of Contents: “…Moments of a Distribution -- 4.7.1. Mean and Standard Deviation -- 4.7.2. Skewness -- 4.7.3. Excess Kurtosis -- 4.7.4. …”
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The Drivers of Capital Flows in Emerging Markets Post Global Financial Crisis. by Ahmed Hannan, Swarnali, PALCI EBSCO books

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