Index
A
- absolute transaction costs
- optimal hedging / Optimal hedging in the case of absolute transaction costs
- Advanced Measurement Approach (AMA) / Minimum capital requirements
- Alternative Standard Approach (ASTA) / Minimum capital requirements
- analytical VaR / Analytical VaR
- application, in R
- about / Application in R
- APT
- about / Arbitrage pricing theory
- assumptions / Arbitrage pricing theory
- implementing / Implementation of APT
- Fama-French three-factor model / Fama-French three-factor model
- estimating, with principal component analysis / Estimation of APT with principal component analysis
- AR(1) model
- estimating / AR(1) estimation and forecasting
- forecasting / AR(1) estimation and forecasting
- Asian options
- about / A glance beyond vanillas
- ATM (at-the-money) ...
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