<--- Back to Details
First PageDocument Content
Options / Investment / Implied volatility / Stochastic volatility / VIX / Volatility / Local volatility / Variance swap / Black–Scholes / Financial economics / Mathematical finance / Finance
Date: 2014-04-14 07:16:10
Options
Investment
Implied volatility
Stochastic volatility
VIX
Volatility
Local volatility
Variance swap
Black–Scholes
Financial economics
Mathematical finance
Finance

Add to Reading List

Source URL: media.wiley.com

Download Document from Source Website

File Size: 42,79 KB

Share Document on Facebook

Similar Documents

Journal of Financial Economics–24 Contents lists available at ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec

DocID: 1vaNn - View Document

ARTICLE IN PRESS Journal of Financial Economics–355 Contents lists available at ScienceDirect Journal of Financial Economics

DocID: 1v5HP - View Document

Why Bitcoin is destined to become a niche asset December 2017 Economic & Financial Analysis Economics

DocID: 1v5C9 - View Document

-1- Learning Lessons? The Global Financial Crisis five years on. Robert E. Marks Economics, the University of New South Wales, and the University of Melbourne

DocID: 1uYoL - View Document

Discussion of “CEO Compensation, Regulation, and Risk in Banks: Theory and Evidence from the Financial Crisis” Daniel Paravisini The London School of Economics and Political Science

DocID: 1uDmn - View Document