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Stochastic volatility
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421	Stochastic Volatility Models: Past, Present and Future ∗ ¨ Peter Jackel Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:48 Options Investment Technical analysis Stochastic volatility Volatility Interest rate derivative Volatility smile Local volatility Mathematical finance Financial economics Finance
422	Fast strong approximation Monte-Carlo schemes for stochastic volatility models Christian Kahl∗ First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:11:58 Financial economics Mathematical sciences Options Stochastic differential equations Differential equations Ornstein–Uhlenbeck process Stochastic volatility Volatility Euler–Maruyama method Statistics Mathematical finance Stochastic processes
423	Examining Macroeconomic Models through the Lens of Asset Pricing∗ Jaroslav Boroviˇcka Lars Peter Hansen Add to Reading List Source URL: www.larspeterhansen.org Language: English - Date: 2013-05-23 11:14:25 Consumer theory Options Elasticity Shock Economic model Stochastic volatility Price elasticity of demand Log-normal distribution Income elasticity of demand Economics Mathematical finance Demand
424	Monte Carlo Methods for Derivative Pricing of Stochastic Volatility Models Wes Devauld Apr 23, 2013 Add to Reading List Source URL: blog.devauld.ca Language: English - Date: 2013-04-23 01:06:28 Financial economics Mathematical sciences Options Stochastic volatility Fractional Brownian motion Geometric Brownian motion Brownian motion Volatility Long-range dependency Statistics Mathematical finance Stochastic processes
425	Positive Stochastic Volatility Simulation Simon J.A. Malham & Anke Wiese Heriot–Watt University, Edinburgh Seminar at King’s College, London 30th November 2010 Add to Reading List Source URL: www.mth.kcl.ac.uk Language: English - Date: 2010-12-17 09:57:10 Markov chain Heston model Symbol Statistics Probability and statistics Normal distribution
426	The Concepts of Mathematical Finance M.S. Joshi Contents page xiii Add to Reading List Source URL: www.markjoshi.com Language: English - Date: 2009-01-27 19:13:58 Finance Black–Scholes Asian option Interest rate derivative Martingale pricing Swaption Volatility smile Stochastic volatility Quantitative analyst Financial economics Options Mathematical finance
427	Fixed Income Division Symmetry methods for quadratic Gaussian models of interest rate and FX processes Add to Reading List Source URL: www.mth.kcl.ac.uk Language: English - Date: 2010-10-20 13:03:01 Finance Statistics Stochastic processes Volatility smile Investment Volatility Stochastic volatility Black–Scholes Gaussian process Mathematical finance Financial economics Options
428	Bibliography [1] C. Alexander, Principal component analysis of implied volatility and skews, ISMA Centre Discussion Paper in Finance 2000–[removed]C. Alexander, Market Models: a Guide to Financial Data Analysis, Wiley, Add to Reading List Source URL: www.markjoshi.com Language: English - Date: 2009-01-27 19:13:55 Finance Swaption Monte Carlo methods in finance Black–Scholes Implied volatility Interest rate derivative LIBOR market model Stochastic volatility Model risk Mathematical finance Financial economics Options
429	Understanding Volatility Risk John Y. Campbell Harvard University EFMA Reading June[removed] Add to Reading List Source URL: www.efmaefm.org Language: English - Date: 2013-08-22 18:01:42 Investment Capital asset pricing model Beta Volatility Equity premium puzzle Stochastic volatility Hedge VIX Financial economics Mathematical finance Finance
430	Doubts and Variability Rhys Bidder∗ Federal Reserve Bank of San Francisco Matthew E. Smith† Federal Reserve Board Add to Reading List Source URL: www.scu.edu Language: English - Date: 2013-04-15 13:17:53 Financial system Volatility Stochastic volatility Economic model Local volatility Implied volatility Mathematical finance Financial economics Finance

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