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Stochastic volatility
Results: 470

#	Item
131	High-resolution path-integral development of financial options Lester Ingber Lester Ingber Research POBSears Tower, Chicago, ILand Add to Reading List Source URL: floppsie.comp.glam.ac.uk Language: English - Date: 2015-03-26 07:03:44 Options Economics Volatility Stochastic volatility Black–Scholes Log-normal distribution Futures contract Normal distribution Eurodollar Mathematical finance Financial economics Finance
132	Copyright and use of this thesis This thesis must be used in accordance with the provisions of the Copyright Act[removed]Reproduction of material protected by copyright may be an infringement of copyright and copyright own Add to Reading List Source URL: ses.library.usyd.edu.au Language: English - Date: 2015-04-07 10:05:52 Investment VIX Implied volatility Volatility Stochastic volatility Option Derivative Mathematical finance Financial economics Finance
133	Global contagion of volatilities and volatility risk premiums Add to Reading List Source URL: www.bis.org Language: English - Date: 2010-06-03 01:57:00 Investment Volatility Implied volatility Stochastic volatility Black–Scholes VIX Heston model Realized variance Futures contract Mathematical finance Financial economics Finance
134	Microsoft Word - Figure 2 _b_.doc Add to Reading List Source URL: downloads.hindawi.com Language: English - Date: 2014-08-28 23:24:58 Finance Investment Volatility smile Stochastic volatility Implied volatility Volatility Moneyness Black–Scholes Foreign-exchange option Options Mathematical finance Financial economics
135	Working Paper/Document de travail[removed]The Effects of Oil Price Uncertainty on the Macroeconomy by Soojin Jo Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2012-12-18 11:11:22 Financial economics Economics Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Risk Uncertainty Peak oil Real options valuation Mathematical finance Statistics Options
136	Working Paper/Document de travail[removed]The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2012-10-03 11:18:20 Economics Autoregressive conditional heteroskedasticity Volatility Realized variance Valuation of options Option Variance swap Stochastic volatility Mathematical finance Financial economics Finance
137	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Bayesian Estimation of Time-Changed Default Intensity Models Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2015-02-02 13:08:56 Financial economics Markov chain Maximum likelihood Stochastic volatility Volatility Credit default swap Autoregressive conditional heteroskedasticity Mathematical finance Statistics Mathematical sciences
138	2012 \| 09 Working Paper Norges Bank Research The macroeconomic forecasting performance Add to Reading List Source URL: www.norges-bank.no Language: English - Date: 2012-10-09 09:15:54 Economics Econometrics Technical analysis Options Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Time series Economic model Statistics Mathematical finance Time series analysis
139	Demand-Based Option Pricing Nicolae Gˆarleanu University of California at Berkeley, CEPR, and NBER Lasse Heje Pedersen New York University, CEPR, and NBER Allen M. Poteshman Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2010-02-07 17:25:57 Options Investment Black–Scholes Implied volatility Risk-neutral measure Forward contract Futures contract Stochastic volatility Volatility smile Financial economics Mathematical finance Finance
140	Automated Likelihood Based Inference for Stochastic Volatility Models using AD Model Builder Oxford, November 24th 2008 Hans J. Skaug Add to Reading List Source URL: www.autodiff.org Language: English - Date: 2008-11-26 04:29:45 Cross-platform software Free statistical software Estimation theory Applied mathematics Mathematical sciences Volatility Stochastic volatility Likelihood function Statistics Mathematical finance ADMB

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