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
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Gear in Draw-works. Draw-works is the machine on the rig consisting of a large-diameter steel spool‚ brakes‚ a power source and assorted auxiliary devices. The primary function of the draw works is to reel out and reel in the drilling line‚ a large diameter wire rope‚ in a controlled fashion. The drilling line is reeled over the crown block and traveling block to gain mechanical advantage in a "block and tackle" or "pulley" fashion. This reeling out and in of the drilling line causes the traveling
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CHAPTER 13 CORRELATION AND REGRESSION ANALYSIS OUTLINE 4.1 Definition of Correlation Analysis 4.2 Scatter Diagram and Types of Relationships 4.3 Correlation Coefficient 4.4 Interpretation of Correlation Coefficient 4.5 Definition of Regression Analysis 4.6 Dependent and Independent Variables 4.7 Simple Linear Regression: Least Squares Method 4.8 Using the simple Linear Regression equation 4.9 Cautionary Notes and Limitations OBJECTIVES By the end
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Faculty of Business & Design Higher Education Division Unit of Study Outline HBI341N Southeast Asia – Business Context (Semester 2 / 2013) Version date (5 September‚ 2013) Unit of Study Outline HBI 341N Unit of study code Southeast Asia- Business Context Unit of study name Semester 2‚ 2013 Teaching Term/Semester & Year 4 Contact Hours Per Week Contact Hours (hrs/wk) or total contact hours It is highly advisable that students complete all core business units before
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RESEARCH METHODS FOR POSTGRADUATE STUDY NV4602 Data Analysis: Exploring Relationships Ethical Use of Data Descriptive Statistics Last session review Descriptive Statistics “The sample consisted of 300 company employees (52% male‚ 48% female)‚ ranging in age from 21 to 52 years (mean = 30 years‚ standard deviation = 5 years).” (H.L.‚ 2013‚ p.24) lbic.navitas.com navitas.com Descriptive Statistics “The sample consisted of 300 company employees (52% male‚ 48% female)‚ ranging in age from 21
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How to Calculate your adjusted Active Duty service date (ADSD) and resulting year group (YG). See MILPERSMAN 1000-030 for definition of ADSD. The year group is the fiscal year in which an adjusted ADSD falls. To determine your adjusted ADSD and YG‚ follow these steps: 1. Total all active service time‚ including active component (regular Navy) service‚ mobilization‚ ADSW‚ ADT‚ AT‚ CANREC‚ and voluntary recall. Do not include drills (inactive duty training (IDT)‚ inactive duty training travel (IDTT))
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A useful tool If someone gets into people’s house or wants to robbery people in some places with no one appear‚ which would people rather have‚ a handgun or telephone? If policeman cannot get there in time to save people’s life or no one can give people assistance‚ what would people rather do? Should they ask to god for help or willing to be a victim? It is very ridicules. Obviously‚ the best choice for people protect themselves is taking a handgun‚ because the first line of defense is people.
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High/ Low context culture by Hall International Business Cross Cultural Communication Teacher responsible for the course Yijie Wang Tsang Siu Ki Jaakko Soini Christian Fritz Philipp Gatzemeier Assessment Date Grade Teacher’s signature CONTENTS 1 EDWARD T. HALL .................. FEHLER! TEXTMARKE NICHT DEFINIERT. 2 GESTELAND.............................................................................................................. 3 3 TROMPENAAR...................................
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Introduction The main theory of the experiment is that an object needs an amount of heat for it to change a unit mass by 1 degree in temperature. The objectives of the experiment are to determine the specific heat of metal specimens using the method of mixture‚ to measure the equipment properly‚ to carefully measure the temperature of the equipment‚ to be patient while waiting for the output of the experiment and to be precise in computing for the specific heat of the specimen. Theory Blanza
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tyres. From the past experience‚ it is known that the standard deviation of the load is 4000kgs. A sample of 100 tyres was selected and tests were carried out. The result showed that mean stress capacity of the sample is 79‚600 kgs. If the supplier uses a significance level of 5% in testing‚ do the tyres meet stress requirements? Also‚ find the limits of the acceptance region (or confidence limits). Q3) A random sample of 400 flower stems has indicated that the average length of a stem is 10cm
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