Actuarial Review for Price Volatility Factor Methodology

First Page		Document Content
Date: 2014-09-05 15:00:13 Finance Investment Volatility smile Implied volatility Volatility Stochastic volatility Black–Scholes Valuation of options Foreign-exchange option Mathematical finance Financial economics Options		Actuarial Review for Price Volatility Factor Methodology Add to Reading List Source URL: www.rma.usda.gov Download Document from Source Website File Size: 1,31 MB Share Document on Facebook

	Alternative Model Specifications for Implied Volatility Measured by the German VDAX ‡ — Zur Modellierung des VDAX-Volatilitätsindexes Niklas Wagner* University of California at Berkeley, Haas School of Business DocID: 1s59W - View Document
	Leveraged ETF options implied volatility paradox: a statistical study Wolfgang Karl Härdle, ∗ DocID: 1ryVp - View Document
	The price of variance risk Ian Dew-Becker, Stefano Giglio, Anh Le, and Marius Rodriguez∗ November 12, 2014 Abstract The average investor in the variance swap market is indifferent to news about future DocID: 1rrOx - View Document
	Equilibrium Driven by Discounted Dividend Volatility ∗ Jakˇsa Cvitani´c † Semyon Malamud‡ DocID: 1rnLz - View Document
	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FOURTH QUARTER 2014 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By: DocID: 1rmz6 - View Document