Stochastic volatility - PDFSEARCH.IO - Document Search Engine

Stochastic volatility
Results: 470

#	Item
81	Calibrating to Market Data … Getting the Model into Shape - Tutorial on Reconfigurable Architectures in Finance Add to Reading List Source URL: lis.ei.tum.de Language: English - Date: 2014-09-04 05:08:50 Investment Heston model Stochastic volatility Black–Scholes Volatility Option Mathematical finance Financial economics Finance
82	Chicago Booth Paper NoResolution of Policy Uncertainty and Sudden Declines in Volatility Dante Amengual Centro de Estudios Monetarios y Financieros Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-09-13 10:12:51 Economics Volatility VIX Variance swap Stochastic volatility Valuation of options Autoregressive conditional heteroskedasticity Implied volatility Heston model Mathematical finance Finance Financial economics
83	Eur. Phys. J. B 6, 543–THE EUROPEAN PHYSICAL JOURNAL B EDP Sciences c Springer-Verlag 1998 Add to Reading List Source URL: www.proba.jussieu.fr Language: English - Date: 2010-06-16 05:05:14 Stochastic processes Statistics Mathematics Black–Scholes Options Stock market Langevin equation Volatility Envelope Equations Mathematical finance Financial economics
84	Superreplication under Volatility Uncertainty for Measurable Claims ∗ Ariel Neufeld Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2013-04-14 17:16:01 Probability theory Martingale theory Stochastic processes Forcing Conditional expectation Borel set Ordinal number Complete Boolean algebra Martingale Statistics Mathematical logic Mathematics
85	The Calm Before the Storm: Time Varying Volatility and the Origins of Financial Crises Omar Rachedi∗ JOB MARKET PAPER December 2, 2014 Abstract Add to Reading List Source URL: dl.dropboxusercontent.com Language: English Financial economics Financial crises Economic bubbles Business cycle Technical analysis Volatility VIX Financial crisis Stochastic volatility Economics Mathematical finance Finance
86	Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗ Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2012-06-19 13:31:57 Mathematical finance Financial risk Martingale Local martingale Itō calculus Wiener process Random variable Superhedging price Stopping time Statistics Stochastic processes Martingale theory
87	Journal of Monetary Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Monetary Economics journal homepage: www.elsevier.com/locate/jme Add to Reading List Source URL: www.antoniomele.org Language: English - Date: 2013-04-23 11:29:25 Investment VIX Volatility Implied volatility Stochastic volatility Valuation of options Option Volatility arbitrage Mathematical finance Financial economics Finance
88	PDF Document Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 18:26:05 Options Equations Black–Scholes Stock market Normal distribution Volatility Implied volatility Brownian motion Autoregressive conditional heteroskedasticity Statistics Mathematical finance Stochastic processes
89	Microsoft Word - SITESimmod.doc Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:03:22 Financial economics Statistics Autoregressive conditional heteroskedasticity Econometrics Time series analysis Actuarial science Stochastic volatility Volatility Risk Mathematical finance Technical analysis Finance
90	Volatility Transmissions Between Stock And Bond Markets: Evidence From Japan And The U.S. Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 18:00:05 Finance Volatility Implied volatility Bond market Bond Autoregressive conditional heteroskedasticity Financial market Stochastic volatility VIX Mathematical finance Financial economics Economics

UPDATE