Stochastic volatility - PDFSEARCH.IO - Document Search Engine

Stochastic volatility
Results: 470

#	Item
401	Assessing the compensation for volatility risk implicit in interest rate derivatives Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-01-31 11:31:50 Options Investment Implied volatility Volatility Swaption Black–Scholes Stochastic volatility Yield curve Power reverse dual currency note Financial economics Mathematical finance Finance
402	A multicommodity model of futures prices: Using futures prices of one commodity to estimate the stochastic process of another Add to Reading List Source URL: www.gonzalocortazar.com Language: English - Date: 2008-04-24 14:16:49 Financial economics Economics Control theory Markov models Options Kalman filter Futures contract Autoregressive conditional heteroskedasticity Stochastic volatility Statistics Time series analysis Mathematical finance
403	Microsoft Word - S_M_B_paper_version_1_27_2014 Add to Reading List Source URL: neumann.math.tufts.edu Language: English - Date: 2014-01-27 11:06:22 Finance Investment Implied volatility Volatility smile Volatility VIX Black–Scholes Moneyness Stochastic volatility Mathematical finance Financial economics Options
404	Imperial College of Science, Technology and Medicine Department of Mathematics Approximating L´ Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-01-26 14:37:38 Normal distribution Brownian motion Lévy process Black–Scholes Compound Poisson process Inverse Gaussian distribution Gaussian process Volatility Gamma process Statistics Stochastic processes Variance gamma process
405	Optimal Hedging of Variance Derivatives John Crosby Centre for Economic and Financial Studies, Department of Economics, Glasgow University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2010-12-04 14:14:55 Statistics Stochastic processes Stochastic differential equations Banking Variance swap Volatility Forward contract Risk-neutral measure Futures contract Mathematical finance Finance Financial economics
406	A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options PETER CARR and JOHN CROSBY Peter Carr (email: [removed]) is Director of the Master’s in Mathematical Finance p Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-11-22 13:21:26 Finance Investment Local volatility Foreign-exchange option Black–Scholes Μ operator Volatility smile Stochastic volatility Poisson process Financial economics Options Mathematical finance
407	Microsoft Word - S_M_B_paper_version_1_27_2014 Add to Reading List Source URL: neumann.math.tufts.edu Language: English - Date: 2014-01-27 11:06:22 Finance Investment Implied volatility Volatility smile Volatility VIX Black–Scholes Moneyness Stochastic volatility Mathematical finance Financial economics Options
408	Microsoft Word - Finance Investment and Risk Management Board of the _UK_ Actuarial Profession comments CP20_comment[removed]- Add to Reading List Source URL: eiopa.europa.eu Language: English - Date: 2010-09-06 07:11:54 Economics Financial risk Investment Actuarial science Technical analysis Volatility Stochastic volatility Hedge fund Asset allocation Financial economics Mathematical finance Finance
409	The Impact of Uncertainty Shocks Add to Reading List Source URL: www.stanford.edu Language: English - Date: 2009-05-25 14:06:16 Mathematical sciences Stochastic volatility Real business cycle theory Volatility Uncertainty Implied volatility Standard deviation Financial risk Shock Statistics Mathematical finance Knowledge
410	Wo r k i n g Pa p e r S e r i e s N o[removed]n ov e m b e r[removed]ESTIMATION AND FORECASTING IN LARGE DATASETS Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2009-11-16 03:24:45 Time series analysis Autoregressive conditional heteroskedasticity Stochastic volatility Principal component analysis Economic model Time series Quantitative analyst Maximum likelihood Dynamic factor Statistics Econometrics Economics

UPDATE