Executive Order Number Sixty Seven, August 21, 1998

Establishs the Council for continuous improvment in Education to facilitation statewide effort to prepare, recruit, induct, retrain effective educational infrastrucational

FY 2006 Revolving Fund Purchase Order Report

Report written by Iowa DOT to Auditor Office about revolving fund purchase order.

Executive Order Number Forty-Nine, August 4, 2006

Executive order signed by Governor Thomas Vilsck

Executive Order Number Fifty-One, December 8, 2006

Executive order signed by Governor Thomas Vilsck

Executive Order Number Fifty, December 1, 2006

Executive order signed by Governor Thomas Vilsack

Executive Order Number One, January 27, 2007

Orders that the United States Flag be flown at half-staff to honor any member of Iowa National Guard, Iowa Air National Guard or an Iowa resident serving as a member of the United States Armed Forces who is killed in the line of duty.

Executive Order Number Two, February 28, 2007

Orders that the deadline for individual Iowa taxpayers who are farmers to pay their 2006 individual income tax is extended until March 15, 2007.

Executive Order Number Three, June 21, 2007

Orders that the use of E-85 fuel in the state's flexible-fuel vehicles shall be increased to at least 60% of fuel purchases, and instructs the Office of Energy Independence and DAS to develop a "State Government E-85 Use Plan .

Iowa Utilities Board Fiscal Year 2006 Regulatory Plan Pursuant to Executive Order Nine

Regulatory Plan for Fiscal Year 2005

Iowa Utilities Board Fiscal Year 2007 Regulatory Plan Pursuant to Executive Order Nine

Regulatory Plan for Fiscal Year 2007

Iowa Utilities Board Fiscal Year 2008 Regulatory Plan Pursuant to Executive Order Nine

Regulatory Plan for Fiscal Year 2008

Calibration of stochastic volatility models via second order approximation: the Heston model case

Using a suitable Hull and White type formula we develop a methodology to obtain asecond order approximation to the implied volatility for very short maturities. Using thisapproximation we accurately calibrate the full set of parameters of the Heston model. Oneof the reasons that makes our calibration for short maturities so accurate is that we alsotake into account the term-structure for large maturities. We may say that calibration isnot "memoryless", in the sense that the option's behavior far away from maturity doesinfluence calibration when the option gets close to expiration. Our results provide a wayto perform a quick calibration of a closed-form approximation to vanilla options that canthen be used to price exotic derivatives. The methodology is simple, accurate, fast, andit requires a minimal computational cost.