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Implied volatility
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#	Item
11	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FIRST QUARTER 2016 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By: Add to Reading List Source URL: www.rggi.org Language: English - Date: 2016-05-25 11:30:54 Carbon finance Emissions trading Regional Greenhouse Gas Initiative Mathematical finance Finance Money Futures contract Economy Option Implied volatility Derivative Forward contract
12	/private/tmp/tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.ps Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:32:22 Mathematical finance Economy Applied mathematics Finance Volatility Stochastic volatility Variance swap Implied volatility Variance risk premium Financial economics Skewness risk Option
13	Computing the Market Price of Volatility Risk in the Energy Commodity Markets James S. Doran Department of Finance Florida State University and Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:17 Mathematical finance Options Economy Finance Money Volatility Implied volatility Stochastic volatility BlackScholes model Beta Market risk Moneyness
14	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: THIRD QUARTER 2014 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By: Add to Reading List Source URL: rggi.org Language: English - Date: 2014-11-25 12:02:40 Carbon finance Emissions trading Climate change policy Mathematical finance Regional Greenhouse Gas Initiative Options Climate change Finance Futures contract Money Implied volatility Derivative
15	Microsoft Word - Volatility-of-volatility Risk in Asset Pricing_tfc_1122 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:02:25 Mathematical finance Finance Money Economy Volatility Implied volatility VIX Variance risk premium Beta Capital asset pricing model Financial risk Market risk
16	SPONSORED FEATURE FX volatility An evolutionary story Jessica James and Jonathan Fullwood of Commerzbank present an overview of volatility – from its origins, to the current era – taking Add to Reading List Source URL: cbcm.commerzbank.com Language: English - Date: 2015-07-02 05:13:45 Options Mathematical finance Applied mathematics Economy Finance Volatility smile Implied volatility Foreign exchange option Moneyness BlackScholes model Volatility VIX
17	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: THIRD QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By: Add to Reading List Source URL: rggi.org Language: English - Date: 2015-11-23 17:15:17 Carbon finance Emissions trading Finance Money Mathematical finance Regional Greenhouse Gas Initiative Economy Technical analysis Futures contract Implied volatility Option Derivative
18	Volatility modelling: decoupling the short- and long-term behavior of stochastic volatility Mikkel Bennedsen∗, Asger Lunde†, Mikko S. Pakkanen‡ January 10, 2016 Abstract Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-07 23:59:23 Mathematical finance Statistics Applied mathematics Probability Volatility Stochastic volatility Implied volatility Realized variance Fractional Brownian motion Normal distribution
19	Fitting volatility skews and smiles with analytical stock-price models Damiano Brigo Fabio Mercurio Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:17:15 Mathematical finance Options Applied mathematics Economy Finance Volatility smile Damiano Brigo Fabio Mercurio Volatility BlackScholes model Implied volatility Greeks
20	“SA-IJCB160011-Article-3-Discussion” — — page 1 — #1 Discussion of “Options-Implied Probability Density Functions for Real Interest Rates” Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2016-07-18 19:26:47 Mathematical finance Options Applied mathematics Economy Finance Volatility Implied volatility BlackScholes model Moneyness Financial economics

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