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Implied volatility
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#	Item
21	focus on climate change \| 2013 Ya Wen and Rüdiger Kiesel Modelling the market price of risk for emission Add to Reading List Source URL: www.dahrendorf-forum.eu Language: English - Date: 2016-03-05 13:52:50 Climate change policy Carbon finance Climate change Emissions trading Mathematical finance Natural environment Environmental policy European Union Emission Trading Scheme Renewable energy law Implied volatility Finance Option
22	HONG KONG INSTITUTE FOR MONETARY RESEARCH RETURN, TRADING VOLUME, AND MARKET DEPTH IN CURRENCY FUTURES MARKETS Ai-ru (Meg) Cheng and Yin-Wong Cheung HKIMR Working Paper No Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2012-09-25 06:12:36 Mathematical finance Applied mathematics Finance Statistics Stochastic volatility Volatility Futures contract Latent variable Implied volatility Volatility smile
23	An Empirical Analysis of the Swaption Cube Anders B. Trolle Ecole Polytechnique F´ed´erale de Lausanne and Swiss Finance Institute Eduardo S. Schwartz UCLA Anderson School of Management and NBER Abstract Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2010-11-16 03:17:42 Mathematical finance Options Swaption Interest rate derivative LIBOR market model Interest rate swap Interest rate cap and floor Volatility Swap Derivative Range accrual Implied volatility
24	Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi† Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:30:24 Mathematical finance Risk-neutral measure Implied volatility Financial economics Numraire Futures contract Volatility BlackScholes model Forward measure
25	PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORT Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:16:48 Mathematical finance Options BlackScholes model Moneyness Local volatility Volatility Laplace distribution Stochastic volatility Normal distribution Implied volatility Volatility smile
26	Asymmetric Volatility Risk: Evidence from Option Markets ⇤ Jens Jackwerth Grigory Vilkov Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-02-04 04:12:07 Mathematical finance Options Technical analysis VIX Implied volatility Volatility smile Volatility Stochastic volatility Moneyness BlackScholes model Copula S&P/ASX 200 VIX
27	THE D. E. SHAW GROUP MARKET INSIGHTS December 2014 Vol. 5 No. 1 Add to Reading List Source URL: www.deshaw.com Language: English - Date: 2016-08-18 11:12:16 Energy economics Natural gas Shale gas Energy market Implied volatility Barnett Shale Commodity market Natural gas prices Shale gas in the United Kingdom
28	An Anatomy of the Equity Premium∗ Paul Schneider† January 9, 2016 Abstract This paper introduces a decomposition of the forward market return in terms of higher-order realized, and option-implied risk aversion, conne Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:31:01 Mathematical finance BlackScholes model Risk aversion Equity premium puzzle Risk premium Volatility Implied volatility Risk-neutral measure Rate of return Normal distribution
29	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: SECOND 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: 2015-08-25 16:00:36 Carbon finance Emissions trading Regional Greenhouse Gas Initiative Mathematical finance Technical analysis Futures contract Implied volatility Option Derivative Open interest European Union Emission Trading Scheme
30	Estimation of Risk Neutral Measures using the Generalized Two-Factor Log-Stable Option Pricing Model J. Huston McCulloch and Seung Hwan Lee† March 26, 2008 Abstract Add to Reading List Source URL: www.econ.ohio-state.edu Language: English - Date: 2012-01-12 12:02:17 Mathematical finance Options BlackScholes model Volatility State prices Implied volatility Stable distribution Probability distribution Normal distribution Risk-neutral measure Stochastic volatility ArrowDebreu model

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