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Stochastic volatility
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281	Understanding Index Option Returns Mark Broadie, Mikhail Chernov, and Michael Johannes∗ First Draft: September 2006 This Revision: June 18, 2008 Abstract Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2008-06-18 09:50:50 Investment Implied volatility Black–Scholes Volatility Capital asset pricing model Beta Option Valuation of options Stochastic volatility Mathematical finance Financial economics Finance
282	Smooth Transition ARMAX Models in Twinkle. (Version[removed]Alexios Ghalanos May 25, 2014 Contents Add to Reading List Source URL: bytebucket.org Language: English - Date: 2014-09-18 03:31:51 Stochastic processes Time series analysis STAR model Autoregressive conditional heteroskedasticity Nonlinear system Logistic function Stochastic volatility Differential equation Economic model Statistics Econometrics Non-linear systems
283	This is a DRAFT and is Exposed for Comment – It Does Not Represent the Position of the NAIC Last discussed: New HCRAWG MLR Subgroup IRD14-007 Add to Reading List Source URL: www.insurance.naic.org Language: English - Date: 2012-06-19 14:43:31 Finance Volatility Uncertainty Parameter Volatility smile Stochastic volatility Mathematical finance Statistics Financial economics
284	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. A Tale of Two Option Markets: Pricing Kernels and Volatility Risk Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-08-13 16:27:06 Investment VIX Implied volatility Volatility Variance swap Chicago Board Options Exchange Black–Scholes Stochastic volatility Mathematical finance Financial economics Finance
285	3352 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 58, NO. 6, JUNE 2010 An Online Swallow Detection Algorithm Based on the Quadratic Variation of Dual-Axis Accelerometry Add to Reading List Source URL: www.ontariosciencecentre.ca Language: English - Date: 2014-10-24 20:46:20 Mathematics Stochastic volatility Volatility Algorithm Fast Fourier transform Dysphagia Mathematical finance Applied mathematics Financial economics
286	A State-Dependent Model for Inflation Forecasting Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2013-08-05 15:46:13 Mathematical finance Economic theories Monetary policy Phillips curve Natural rate of unemployment Inflation Stochastic volatility NAIRU Volatility Economics Unemployment Macroeconomics
287	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 706 August 2001 Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-08-15 11:27:13 Finance Investment Volatility smile Implied volatility Volatility Stochastic volatility Black–Scholes Foreign-exchange option Futures contract Mathematical finance Financial economics Options
288	ESGtoolkit, tools for Economic Scenarios Generation Thierry Moudiki 13th June[removed]Contents Add to Reading List Source URL: cran.r-project.org Language: English - Date: 2014-07-02 09:44:02 Geometric Brownian motion Black–Scholes Stochastic volatility Ornstein–Uhlenbeck process Copula Volatility Brownian motion Wiener process Risk-neutral measure Statistics Stochastic processes Mathematical finance
289	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
290	CLR_deflation_risk_pricing_20110320_FDIC.tex.dvi Add to Reading List Source URL: chicagofed.org Language: English - Date: 2012-01-03 18:07:21 Economics Stochastic volatility Volatility Yield curve Yield Bond Mathematical finance Financial economics Finance

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