Forward volatility - Document - PDFSEARCH.IO

First Page		Document Content
Date: 2007-07-09 13:41:36 Finance Investment Black–Scholes Volatility smile Implied volatility Stochastic volatility Trinomial tree Volatility Forward contract Financial economics Mathematical finance Options		Add to Reading List Source URL: www.risk.net Download Document from Source Website File Size: 894,14 KB Share Document on Facebook

	ECOLE CENTRALE MARSEILLE Math´ematiques Financi`eres TP2 Formule de Black–Scholes – Monte Carlo pour une option portant sur plusieurs sous–jacents ´ Pardoux DocID: 1sVnD - View Document
	ECOLE CENTRALE MARSEILLE Math´ematiques Financi`eres TP1 Formule de Black–Scholes – Monte Carlo, R´eduction de variance ´ Pardoux E. DocID: 1sTgm - View Document
	On the Emergence of Delta-Vega Hedging in the Black and Scholes Model Sebastian Herrmann ETH Zürich Joint work with Johannes Muhle-Karbe ETH Risk Day 2015 DocID: 1sLS7 - View Document
	nekst Volume 19, fourth edition, June 2011 Black-Scholes Model in Context Interview Robert C. Merton DocID: 1qRdw - View Document
	The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, DocID: 1qcrE - View Document