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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Correlation of English “No Subject is ever well understood and no art is intelligently practiced if the light which the other studies are to throw upon is deliberately shut out”-Ramont Correlation is a word which signifies the reciprocal relationship with various subjects in the curriculum. Correlation can be broadly classified into two types: internal correlation and external correlation. Internal Correlation A sort of mutual relationship among and between the parts of the same subject
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PREDICTION AND CORRELATION Correlation coefficients not only describe the relationship between variables; they also allow us to make predictions from one variable to another. Correlations between variables indicate that when one variable is present at a certain level‚ the other also tends to be present at a certain level. Notice the wording used. The statement is qualified by the use of the phrase “tends to.” We are not saying that a prediction is guaranteed‚ nor that the relationship is causal—but
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American Intercontinental University Unit 1 Individual Project CRJS 105 – Theories of Crime Causation November 11th‚ 2010 Abstract The following will examine the differences between criminalists‚ criminologists and forensic psychologists. It will then transition into how what exactly is a white collar crime and a blue collar crime. Lastly the paper will discuss the differences between index-one and index-two crimes as defined by the UCR. Media Portrayal of Crime Introduction With the
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Unit 3 Crime Causation CRJS105-1201A-03 By Erika.Esquer1 1/22/2012 American InterContinental University Online Abstract This essay will focus on sociological theories of crime and their description‚ the strengths and weaknesses of each; sociological control theory‚ strain theory‚ differential association theory and neutralization theory. This essay will also focus on Rajartnam who was convicted for inside trading in 2011. Introduction A different approach to criminological theory was
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Psychological Theories of Delinquent Causation Psychological Theories of Delinquent Causation Juvenile Justice Melissa Skinner Carl Sandburg College February 18‚ 2013 Psychological Theories of Delinquent Causation In choosing theories of causation to get a better understanding of why delinquent behavior occurs‚ one should approach the psychological theories. Within the psychological theories‚ are two theories we will to further explore. The first is the psychoanalytic theory
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Models of Causation: Safety OHS Body of Knowledge Models of Causation: Safety April‚ 2012 Copyright notice and licence terms First published in 2012 by the Safety Institute of Australia Ltd‚ Tullamarine‚ Victoria‚ Australia. Bibliography. ISBN 978-0-9808743-1-0 This work is copyright and has been published by the Safety Institute of Australia Ltd (SIA) under the auspices of HaSPA (Health and Safety Professionals Alliance). Except as may be expressly provided by law and subject
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"Loss Causation Model" History‚ Theory & Application "Loss Causation Model" History‚ Theory & Application Before a loss occurs (Injury‚ illness‚ damage‚ loss in process)‚ there are series of events that take place with a root cause that begins this series of events. The root cause is called a Lack of Control (Inadequate standards‚ lack of compliance for preparedness‚ knowledge and skill training‚ etc). This leads to a basic cause (or personal factor) such as lack of knowledge‚ stress‚ inadequate
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correlational study. A correlation is a shared relationship or connection between two or more things. A correlation can be either positive‚ negative‚ or zero. A positive correlation is when factors or variables moves directly of each other‚ meaning if one variable goes down‚ the other will as well and vice versa. A negative correlation is when factors or variables move inversely of each other‚ meaning if one variable goes up‚ then the other will go down and vice versa. When a correlation is zero‚ it means
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Theories of Crime Causation from Psychological and Sociological Perspectives Throughout the history of criminological thought‚ various theories on crime causation have been formulated and many questions as to why individuals commit crime still remain unanswered. This essay will focus on psychological and sociological theories in relation to criminological matters. Criminology the study of crime in society arose from sociology and psychology in the late 1800’s. It has three main schools of
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