Stochastic volatility - PDFSEARCH.IO - Document Search Engine

Stochastic volatility
Results: 470

#	Item
431	The Finite Moment Log Stable Process and Option Pricing P ETER C ARR and L IUREN W U∗ March 25, 2002; first draft: February 21, 2000 Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:34 Finance Investment Volatility Implied volatility Stochastic volatility Black–Scholes Valuation of options Moneyness Fat-tailed distribution Mathematical finance Financial economics Options
432	Time-Changed L´evy Processes and Option Pricing∗ Peter Carra, †, Liuren Wub, ‡ a Courant Institute, New York University, 251 Mercer Street, New York, NY 10012 Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:33 Options Stochastic volatility Black–Scholes Jump diffusion Lévy process Volatility Brownian motion Wiener process Compound Poisson process Statistics Stochastic processes Mathematical finance
433	Frontiers In Quantitative Finance Add to Reading List Source URL: www.proba.jussieu.fr Language: English - Date: 2010-06-16 05:05:11 Economics Volatility smile Implied volatility Quantitative analyst Stochastic volatility Volatility Collateralized debt obligation Copula Option Mathematical finance Financial economics Finance
434	Evolutionary Patterns in Fossil Lineages Gene Hunt Add to Reading List Source URL: paleosoc.org Language: English - Date: 2010-12-19 20:46:59 Stochastic processes Evolutionary biology Data analysis Evolution Random walk Punctuated equilibrium Variance Volatility Statistics Biology Mathematical finance
435	Realized and implied index skews, jumps, and the failure of the minimum-variance hedging Artur Sepp Enterprise Capital Management - Quantitative Solutions Group Bank of America Merrill Lynch, London [removed] Add to Reading List Source URL: math.ut.ee Language: English - Date: 2014-05-22 03:09:14 Statistics VIX Volatility Stochastic volatility Beta Log-normal distribution Mathematical finance Financial economics Finance
436	Efficient Numerical PDE Methods to Solve Calibration and Pricing Problems in Local Stochastic Volatility Models Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Manag Add to Reading List Source URL: math.ut.ee Language: English - Date: 2012-10-10 15:03:55 Investment Local volatility Stochastic volatility Volatility VIX Implied volatility Option Volatility smile Mathematical finance Financial economics Finance
437	Achieving Consistent Modeling Of VIX and Equities Derivatives Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Management 2012 Add to Reading List Source URL: math.ut.ee Language: English - Date: 2014-02-18 17:00:46 Investment VIX Volatility smile Stochastic volatility Volatility Implied volatility Local volatility IVX Mathematical finance Financial economics Finance
438	Consistently Modeling Joint Dynamics of Volatility and Underlying To Enable Effective Hedging Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Management 2013 Add to Reading List Source URL: math.ut.ee Language: English - Date: 2013-05-27 17:32:13 Investment Volatility VIX Stochastic volatility Implied volatility Beta Option Volatility smile Mathematical finance Financial economics Finance
439	Stochastic Local Volatility Models: Theory and Implementation Artur Sepp Bank of America Merrill Lynch University of Leicester, UK December 9, 2010 Add to Reading List Source URL: math.ut.ee Language: English - Date: 2011-03-27 17:30:28 Options Investment Black–Scholes Local volatility Volatility Implied volatility Stochastic volatility TN Mathematical finance Financial economics Finance
440	Laughter in the Dark - The Problem of the Volatility Smile Emanuel Derman May 26, 2003 Add to Reading List Source URL: www.emanuelderman.com Language: English - Date: 2013-09-06 07:47:45 Finance Investment Volatility smile Implied volatility Stochastic volatility Volatility Local volatility Black–Scholes Foreign-exchange option Financial economics Mathematical finance Options

UPDATE