Implied volatility

Results: 615



#Item
41Mathematical finance / Options / VannaVolga pricing / BlackScholes model / Barrier option / Implied volatility / Valuation / Partial differential equation / Volatility smile / Finite difference methods for option pricing

Option Valuation using Finite Differences October 2015 Option Valuation using Finite Differences Martin Toyer, CTO, TFG Financial Systems. Peter Russell, Team Lead, TFG Financial Systems

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Source URL: www.tfgsystems.com

Language: English - Date: 2015-10-08 08:18:22
42Mathematical finance / Options / Implied volatility / BlackScholes model / Volatility smile / Moneyness / Volatility / Stochastic volatility / Nonparametric regression / Binomial options pricing model / Lattice model

Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning∗ Jianqing Fana a Loriano Mancinib

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:15:03
43Carbon finance / Emissions trading / Mathematical finance / Regional Greenhouse Gas Initiative / Technical analysis / Futures contract / Implied volatility / Option / Derivative / Open interest / Margin / Volatility smile

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:

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Source URL: www.rggi.org

Language: English - Date: 2015-11-23 17:15:17
44Carbon finance / Emissions trading / Regional Greenhouse Gas Initiative / Mathematical finance / Futures contract / Option / Implied volatility / Derivative / Open interest / European Union Emission Trading Scheme

REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FOURTH QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

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Source URL: rggi.org

Language: English - Date: 2016-02-26 16:51:20
45Mathematical finance / Applied mathematics / Economy / Finance / BlackScholes model / Implied volatility / Stochastic volatility / Risk-neutral measure / Volatility / Option / Quantitative analyst / Brownian motion

MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t

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Source URL: www.fam.tuwien.ac.at

Language: English - Date: 2003-06-14 17:14:35
46Mathematical finance / Options / Applied mathematics / Finance / Money / Volatility smile / VIX / Implied volatility / Volatility / BlackScholes model / Stochastic volatility / Moneyness

Microsoft Word - draft of NOV18docx.docx

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:51:52
47Mathematical finance / Economy / Business / Options / Applied mathematics / Technical analysis / Volatility / Stochastic volatility / Heston model / Newsvendor model / Volatility smile / Implied volatility

C:rsceDataalpc4d27c6_5475_4d0d_a564_73a307c1e316.ps

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Source URL: my.unil.ch

Language: English
48

Price and Volatility Dynamics Implied by the VIX Term Structure Jin-Chuan Duan and Chung-Ying Yeh∗ (First Draft: June 7, 2011; This Draft: June 1, Abstract

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2012-10-16 20:34:29
    49Carbon finance / Emissions trading / Regional Greenhouse Gas Initiative / Mathematical finance / Economy / Finance / Futures contract / Option / Money / Implied volatility / Derivative / Forward contract

    REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FOURTH QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By:

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    Source URL: www.rggi.org

    Language: English - Date: 2016-02-26 16:51:20
    50

    Implied Volatility as a Return Source CBOE European RMC SEPTEMBER 2015

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    Source URL: www.cboe.com

    Language: English - Date: 2015-10-08 14:23:47
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