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Local volatility
Results: 96

#	Item
41	Generating Options-Implied Probability Densities to Understand Oil Market Events Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-10-31 08:48:39 Finance Implied volatility Volatility Foreign-exchange option Put–call parity Volatility smile Local volatility Mathematical finance Financial economics Options
42	Asset selection with Local Search Enrico Schumann [removed] 1 Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-11-05 07:33:05 Mathematical finance Technical analysis Volatility
43	Alternative (AIMA) Investment Management Association Add to Reading List Source URL: www.investmentreview.com Language: English - Date: 2011-06-21 08:39:50 Investment Volatility VIX Drawdown Hedge fund Beta Financial risk Futures contract Local volatility Financial economics Mathematical finance Finance
44	A free/open-source library for quantitative finance R/QuantLib Integration Klaus Spanderen, R/Finance 2013 The QuantLib Project Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-24 07:38:04 Finance Software Local volatility Stochastic volatility QuantLib Implied volatility Black–Scholes SWIG Volatility smile Mathematical finance Financial economics Options
45	The Department of mathematics and The Department Add to Reading List Source URL: www.pstat.ucsb.edu Language: English - Date: 2007-09-18 00:56:25 Bruno Dupire Local volatility Investment Volatility Risk Quantitative analyst Option Arbitrage Fabio Mercurio Financial economics Finance Mathematical finance
46	The Department of mathematics and The Department Add to Reading List Source URL: www.pstat.ucsb.edu Language: English - Date: 2007-05-01 18:53:23 Bruno Dupire Mathematical sciences Local volatility Investment Volatility Quantitative analyst Risk Option Fabio Mercurio Financial economics Mathematical finance Finance
47	An EDHEC-Risk Institute Publication The Relevance of Country- and Sector-specific Model-free Volatility Indicators March 2013 Add to Reading List Source URL: www.edhec-risk.com Language: English - Date: 2013-05-30 05:18:26 Investment Volatility Implied volatility Local volatility VIX Financial risk Volatility smile Volatility risk Mathematical finance Financial economics Finance
48	Calibration of the Volatility Surface Erik Nilsson [removed[removed]June 12, 2008 Add to Reading List Source URL: www.algorithmica.se Language: English - Date: 2008-06-30 03:46:20 Finance Investment Stochastic processes Implied volatility Stochastic volatility Volatility Heston model Local volatility Black–Scholes Mathematical finance Financial economics Options
49	An EDHEC-Risk Institute Publication The Local Volatility Factor for Asian Stock Markets August 2013 Add to Reading List Source URL: www.edhec-risk.com Language: English - Date: 2013-10-23 08:07:53 Investment VIX Volatility Implied volatility Local volatility Equity premium puzzle Stock market index Chicago Board Options Exchange Financial risk Financial economics Mathematical finance Finance
50	An EDHEC-Risk Institute Publication The Local Volatility Factor for Asian Stock Markets August 2013 Add to Reading List Source URL: www.edhec-risk.com Language: English - Date: 2013-09-19 09:50:37 Investment VIX Volatility Implied volatility Local volatility Equity premium puzzle Stock market index Chicago Board Options Exchange Financial risk Financial economics Mathematical finance Finance

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