Journal of Banking & Finance 37 (2013) 3388–3400 Contents lists available at SciVerse ScienceDirect Journal of Banking & Finance journal homepage: www.elsevier.com/locate/jbf The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium Louis H. Ederington a,⇑, Wei Guan b a b Finance Division, Michael F. Price College of Business, University of Oklahoma, 205A Adams Hall, Norman, OK 73019, USA College of Business, University
Words: 10706 - Pages: 43
Manager: Donna M. Brown Production Editorial Manager: Kim Fry Sr. Rights Acquisition Account Manager: Todd Osborne en C Printed in the United States of America ga ge Le Compilation © 2013 Cengage Learning ISBN-13: 978-1-285-88034-1 ISBN-10: 1-285-88034-X Cengage Learning 5191 Natorp Boulevard Mason, Ohio 45040 USA ALL RIGHTS RESERVED. No part of this work covered by the copyright herein LL RIGHT th repro reprodu ted, s may be reproduced, transmitted, stored or used in any form
Words: 44673 - Pages: 179
days of its net imports. The Agency’s aims include the following objectives: n Secure member countries’ access to reliable and ample supplies of all forms of energy; in particular, through maintaining effective emergency response capabilities in case of oil supply disruptions. n Promote sustainable energy policies that spur economic growth and environmental protection in a global context – particularly in terms of reducing greenhouse-gas emissions that contribute to climate change. n Improve
Words: 19290 - Pages: 78
activities for the District towards achieving sustainable development. The report is divided into eight chapters. Chapter one gives the challenges of sustainable development and also describes the rationale for and preparatory process of the DEAP. The chapter introduces the district’s main profile covering the physical features, demographic, agroecological zones, and main environmental issues. Chapter two describes the District’s Environment and Natural resources of Land, Water, Biodiversity (forest
Words: 21147 - Pages: 85
New York, 2006) Table of Contents Dedication Acknowledgements Table of Contents List of figures Chapter 1 Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Chapter 7 Chapter 8 Chapter 9 Breakout Strategy Getting on the Fast Track Staying out Front Breakout Dynamics Putting Vision to Work Being a Magnet Company Delivering the Promise Executing Breakout Breakout Leadership Appendix: case study companies Index List of Figures Figure 1.1 Figure 2.1 Figure 3.1 Figure 4.1 Figure 5.1 Figure
Words: 103858 - Pages: 416
Traffic Engineering Design This page intentionally left blank Traffic Engineering Design Principles and Practice Second edition Mike Slinn MVA Limited, MVA House, Victoria Way, Woking GU21 1DD, UK Paul Matthews MVA Limited, Third Floor, One Berners Street, London W1T 3LA, UK Peter Guest 8 The Grove, Farnborough, Hampshire GU14 6QR, UK AMSTERDAM • BOSTON • HEIDELBERG • LONDON • NEW YORK • OXFORD PARIS • SAN DIEGO • SAN FRANCISCO • SINGAPORE • SYDNEY • TOKYO Elsevier Butterworth-Heinemann Linacre
Words: 83129 - Pages: 333
consumer durables market. Consumer durables market is expected to grow at 10-15% in 2007-2008. It is growing very fast because of rise in living standards, easy access to consumer finance, and wide range of choice, as many foreign players were entering in the market with the increase in income levels, easy availability of finance, increase in consumer awareness, and introduction of new models, the demand for consumer durables has increased significantly. Products like washing machines, air conditioners
Words: 23549 - Pages: 95
including the December 2012 exam We provide the ACCA examiner's answers as well as our own to the June and December 2012 exams as an additional revision aid FOR EXAMS UP TO JUNE 2014 First edition 2007 Seventh edition January 2013 ISBN 9781 4453 6653 1 (previous ISBN 9781 4453 8002 5) e-ISBN 9781 4453 6956 3 British Library Cataloguing-in-Publication Data A catalogue record for this book is available from the British Library All our rights reserved. No part of this publication may be reproduced, stored
Words: 176811 - Pages: 708
MBA UK Course Handbook the Strathclyde 2014/15 The Strathclyde MBA 1 The University of Strathclyde's mission dates from our founder, Professor John Anderson, leaving instructions in his will for 'a place of useful learning' to be established in the city. By this he meant an institution open to everyone, regardless of gender, status or income. “ The Place of Useful Learning John Anderson 1796 ” We continue to be committed to 'useful learning' through our provision of
Words: 30889 - Pages: 124
5 Cost Allocation and Activity-Based Costing Systems L E A R N I N G O B J E C T I V E S After studying this chapter, you will be able to 1. Explain the major purposes for allocating costs. 2. Explain the relationship between activities, resources, costs, and cost drivers. 3. Use recommended guidelines to charge the variable and fixed costs of service departments to other organizational units. 4. Identify methods for allocating the central costs of an organization. 5. Use the direct, step-down
Words: 28659 - Pages: 115