Stochastic volatility - PDFSEARCH.IO - Document Search Engine

Stochastic volatility
Results: 470

#	Item
371	Fast Analytic Option Valuation with GARCH Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-11-29 06:50:38 Mathematical analysis Edgeworth series Normal distribution Cumulant Autoregressive conditional heteroskedasticity Moment-generating function Stochastic volatility Skewness Characteristic function Statistics Probability theory Mathematical finance
372	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2014-04-14 07:16:10 Options Investment Stochastic volatility Implied volatility Local volatility Volatility Correlation trading Variance swap Black–Scholes Mathematical finance Financial economics Finance
373	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2014-04-14 07:16:10 Options Investment Implied volatility Stochastic volatility VIX Volatility Local volatility Variance swap Black–Scholes Financial economics Mathematical finance Finance
374	ALBANESE.QXD[removed]:23 Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Finance Investment Implied volatility Black–Scholes Volatility Trinomial tree Stochastic volatility Variance gamma process Valuation of options Options Mathematical finance Financial economics
375	PRICING EQUITY DEFAULT SWAPS CLAUDIO ALBANESE AND OLIVER CHEN Abstract. Pricing credit-equity hybrids is a challenging task as the established pricing methodologies for equity options and credit derivatives are quite dif Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Mathematical finance United States housing bubble Options Credit default swap Derivative Credit derivative Stochastic volatility Convertible bond Local volatility Financial economics Finance Investment
376	Reading the Recent Monetary History of the United States, [removed]Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, and Juan F. Rubio-Ramírez In this paper the authors report the results of the estimation of a ri Add to Reading List Source URL: research.stlouisfed.org Language: English - Date: 2010-06-29 10:11:05 Mathematical finance Macroeconomic policy Dynamic stochastic general equilibrium Macroeconomic model Demand for money Lucas critique Inflation Economic model Volatility Macroeconomics Economics New classical macroeconomics
377	A stochastic volatility model for callable CMS swaps and translation invariant path dependent derivatives Claudio Albanesey Manlio Trovatoz Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:25 Financial economics Markov chain Volatility Local volatility Implied volatility Short-rate model Discretization Stochastic process Stochastic volatility Mathematical finance Statistics Mathematical sciences
378	A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOS CLAUDIO ALBANESE AND ALICIA VIDLER Abstract. We present a new structural model for single name equity and credit derivatives which we also correlate acros Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Investment Volatility smile Volatility Local volatility Implied volatility Stochastic volatility Collateralized debt obligation Derivative Path integral formulation Mathematical finance Financial economics Finance
379	Global Calibration Claudio Albanese 1 September 13, 2009 Abstract Current technology advances in computer engineering broaden substantially the realm of possibilities in the art of risk management of derivative portfolio Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:20 Options Quantitative analyst Stochastic volatility Derivative Black–Scholes Short-rate model Model risk Foreign-exchange option Economic model Financial economics Mathematical finance Finance
380 $Stochastic volatility / Autoregressive conditional heteroskedasticity / Volatility / Maximum likelihood / Normal distribution / Estimation theory / Importance sampling / Time series / Markov switching multifractal / Statistics / Mathematical finance / Mathematical sciences$	TI[removed]Tinbergen Institute Discussion Paper The Stochastic Volatility in Mean Model Add to Reading List Source URL: papers.tinbergen.nl Language: English - Date: 2003-04-20 17:47:41 Stochastic volatility Autoregressive conditional heteroskedasticity Volatility Maximum likelihood Normal distribution Estimation theory Importance sampling Time series Markov switching multifractal Statistics Mathematical finance Mathematical sciences

UPDATE