'S p500' presentation slideshows

Mean-Reverting Models in Financial and Energy Markets

Mean-Reverting Models in Financial and Energy Markets. Anatoliy Swishchuk Mathematical and Computational Finance Laboratory, Department of Mathematics and Statistics, U of C 5 th North-South Dialog, Edmonton, AB, April 30, 2005. Outline.

1.15k views • 66 slides

BM410 Investments

BM410 Investments. Mutual Fund Basics. Objectives. A. Understand the advantages and disadvantages of mutual funds B. Understand the major types of mutual funds C. Understand how to calculate mutual fund returns D. Understand the process of how to buy a mutual fund

789 views • 47 slides

A differentiated approach to asset allocation and product selection

A differentiated approach to asset allocation and product selection. Travis Morien Compass Planners Pty Ltd http://www.travismorien.com Tribeca Targeting High Net Worth Investors Conference 25 th and 26 th October 2004, Four Seasons Hotel Sydney. Active vs. passive investing.

589 views • 47 slides

Functional Ito Calculus and PDE for Path-Dependent Options

Functional Ito Calculus and PDE for Path-Dependent Options. Bruno Dupire Bloomberg L.P. PDE and Mathematical Finance KTH, Stockholm, August 19, 2009. Outline. Functional Ito Calculus Functional Ito formula Functional Feynman-Kac PDE for path dependent options 2) Volatility Hedge

629 views • 43 slides

EMERGING EQUITY MARKETS: BACK TO THE FUTURE?

EMERGING EQUITY MARKETS: BACK TO THE FUTURE? MOUNTAIN PUBLIC EMPLOYEES RETIREMENT SYSTEMS FORUM April 27-28, 2008, Denver, Colorado Professor Michael Palmer Leeds School of Business University of Colorado at Boulder Michael.Palmer@colorado.edu Goals of this Presentation

606 views • 38 slides

Less Than A Bubble, More Than A Burst

Less Than A Bubble, More Than A Burst. Randall Dodd Financial Policy Forum EPI Brownbag November 1, 2002. COINCIDENT INDICATOR. Payroll employment picks up the turning point like it did in 1990. Although in the present case the turning point was not nearly so sharply defined.

496 views • 36 slides

Energy Sector

Energy Sector. Zach Rochon Logan Cotter Adam Claugus Joseph Hsieh May 5 th , 2009. Agenda. 1) Size and Composition 2) Economic Analysis 3) Business Analysis 4) Valuation Analysis 5) Financial Analysis 6) Recommendation. 1) Size and Composition. Industries in Energy.

448 views • 34 slides

Wealth Management Professional Interest Forum

Wealth Management Professional Interest Forum. Tuesday 13 th May 2008 Chairman: Christopher Jones-Warner FSI. Wealth Management Professional Interest Forum. Ruth Martin Managing Director, Securities & Investment Institute. Ruth Martin Managing-Director, SII.

458 views • 32 slides

CHAPTER EIGHTEEN

CHAPTER EIGHTEEN. PORTFOLIO PERFORMANCE EVALUATION. MEASURES OF RETURN. MEASURES OF RETURN complicated by addition or withdrawal of money by the investor percentage change is not reliable when the base amount may be changing timing of additions or withdrawals is important to measurement.

502 views • 31 slides

INVENTION TO STARTUP SOURCES OF FUNDING

498 views • 31 slides

Modelling and Detecting Long Memory in Stock Returns

Doctoral School of Finance and Banking Academy of Economic Studies Bucharest. Modelling and Detecting Long Memory in Stock Returns. MSc student Ciprian Necula. Presentation contents. modelling and detecting long memory in time series data, methodology and empirical results

375 views • 30 slides

26 May 2009

Nomura Securities International, Inc. How macro is priced in equity factors: a tour of the crisis and its aftermath. . 26 May 2009. Joseph Mezrich Nomura Securities International, Inc. Please read the analyst certifications and important disclosures on pp. 23-24. gl.

485 views • 25 slides

Interdependence between USA, Western European and CEE Stock Markets

THE ACADEMY OF ECONOMIC STUDIES BUCHAREST THE FACULTY OF FINANCE, INSURANCE, BANKING AND STOCK EXCHANGE DOFIN - DOCTORAL SCHOOL OF FINANCE AND BANKING. Interdependence between USA, Western European and CEE Stock Markets. MSc Student: Elena-Manuela Tocil?

494 views • 24 slides

Doing business in Russia

Doing business in Russia. Teimuraz Vashakmadze. What is perception?. Legal protection, corruption and easiness of doing business are perceived by the global community as the largest barriers preventing business in Russia

331 views • 18 slides

Mark to market rules and efficiency of financial markets

Mark to market rules and efficiency of financial markets . Paul De Grauwe University of Leuven and CEPS. Mark to market rules are based on the view that market prices provide the best available information about the correct value of underlying assets

307 views • 15 slides

Current Market Conditions & How to React to Them AAII Cleveland, Oh, 11-8-2006

Current Market Conditions & How to React to Them AAII Cleveland, Oh, 11-8-2006. Dr. Gary J. Harloff, Ph.D. Harloff Capital Management, Money Management 815 Crocker Road, Suite D-10, Westlake, Oh 44145 www.harloffcapital.com, 440-871-7278. Harloff Capital, Harloff Inc.

218 views • 13 slides

PRICE TREND

Price Trend versus Relative Strength. RELATIVE STRENGTH. 1. 1. 1. 1. 2. 3. PRICE TREND. 2. 2. 2. 1. 2. 3. 3. 3. 3. 1. 2. 3. 1 = Up 2 = Neutral 3 = Down. International Flavors & Fragrances. International Flavors & Fragrances.

237 views • 13 slides

UNR * STAT 758 * Spring2010

GARCH. Generalized Autoregressive Conditional Heteroskedastic Models. UNR * STAT 758 * Spring2010. Standard and Poor index (S&P500). Standard and Poor index (S&P500) : Returns (first difference). Standard and Poor index (S&P500): Log transform.

239 views • 12 slides

FIN3013

FIN3013 Lab #3 Reviewing Assignment #2 Which companies had ROE Less than 10%? Between 10% and 15%? Between 15% and 20%? Between 20% and 25% Greater than 25%? What were some of your observations? Assignment #3 Goals Calculate monthly returns for your stock and for the S&P500

377 views • 10 slides

Please Stand By John Thomas for Macro Millionaire Wednesday, March 2, 2010

Please Stand By John Thomas for Macro Millionaire Wednesday, March 2, 2010. The Webinar will Start at 12:00 EST. Macro Millionaire John Thomas The Mad Hedge Fund Trader. Position Update Flight of the Black Swans-Special Armageddon Issue.

132 views • 0 slides