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Implied volatility
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#	Item
1	Alternative Model Specifications for Implied Volatility Measured by the German VDAX ‡ — Zur Modellierung des VDAX-Volatilitätsindexes Niklas Wagner* University of California at Berkeley, Haas School of Business Add to Reading List Source URL: www.wiwi.uni-passau.de - Date: 2010-04-05 09:26:32
2	Leveraged ETF options implied volatility paradox: a statistical study Wolfgang Karl Härdle, ∗ Add to Reading List Source URL: www.cb.cityu.edu.hk - Date: 2016-07-08 02:16:05
3	The price of variance risk Ian Dew-Becker, Stefano Giglio, Anh Le, and Marius Rodriguez∗ November 12, 2014 Abstract The average investor in the variance swap market is indifferent to news about future Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-12-01 04:33:25 Mathematical finance Economy Finance Money VIX Variance risk premium Variance swap Volatility Yield curve Swap Derivative Implied volatility
4	Equilibrium Driven by Discounted Dividend Volatility ∗ Jakˇsa Cvitani´c † Semyon Malamud‡ Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2009-10-06 05:46:18 Economy Mathematical finance Finance Money Financial risk Technical analysis Financial markets Options Volatility Systematic risk Futures contract Implied volatility
5	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FOURTH 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: 2015-02-24 10:07:53 Carbon finance Emissions trading Regional Greenhouse Gas Initiative Mathematical finance Economy Futures contract Finance Option Money Implied volatility Derivative Open interest
6	Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2010-03-22 12:53:13 Economy Mathematical finance Finance Money Stochastic volatility Variance risk premium Variance swap VIX Risk premium Volatility Equity premium puzzle Implied volatility
7	- 2012 #15 NBIM Discussion NOTE Modelling the implied tail risk of foreignexchange positions Add to Reading List Source URL: dmmn26wgpgtie.cloudfront.net Language: English - Date: 2016-07-22 21:10:43 Mathematical finance Options Economy Applied mathematics Finance Volatility smile Volatility Implied volatility Foreign exchange option Moneyness BlackScholes model Financial economics
8	Microsoft Word - EBVM13docx Add to Reading List Source URL: www.nccr-finrisk.uzh.ch Language: English - Date: 2016-02-22 11:42:31 Mathematical finance Applied mathematics Economy Academia Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Implied volatility
9	A Hidden Markov Stochastic Volatility Model for Energy Prices Robert J. Elliott∗ Tao Lin† Hong Miao‡ To describe the complex behavior of energy prices, we propose a stochastic volatility model, where Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:21 Mathematical finance Economy Applied mathematics Finance Volatility Stochastic volatility OrnsteinUhlenbeck process Benchmark CoxIngersollRoss model International Petroleum Exchange Volatility smile Implied volatility
10	Microsoft PowerPoint - Managing Volatility & Risk to enhance cashflows in the Agribusiness Supply Chain Birkbeck Geman 2012 Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2012-08-20 10:29:31 Economy Mathematical finance Finance Money Financial markets Technical analysis Options Volatility Implied volatility Futures contract Hedge Speculation