Volatility smile

Results: 236



#Item
121Business cycle / Welfare economics / Technical analysis / Volatility / Recession / Economic growth / Economic model / Volatility smile / Real business cycle theory / Macroeconomics / Mathematical finance / Economics

The University of Manchester Discussion Paper Series Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series By

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Source URL: www.ses.man.ac.uk

Language: English - Date: 2001-04-24 06:15:06
122Autoregressive conditional heteroskedasticity / Economics / Mathematical sciences / Volatility smile / Mathematical finance / Volatility / Statistics

Interest Rate Effects in Smooth Transition Models for UK Output

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Source URL: www.ses.man.ac.uk

Language: English - Date: 2002-09-13 10:47:47
123Investment / Implied volatility / Interactive Data Corporation / Volatility / Market data / Option / Volatility smile / Financial economics / Mathematical finance / Finance

Options Volatility ServiceSM Interactive Data’s Options Volatility ServiceSM, an historical database of implied volatilities, option risk parameters, and volatility surfaces, offers clients an easy-touse tool for asses

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Source URL: www.interactivedata-prd.com

Language: English - Date: 2014-11-28 16:50:59
124Investment / Volatility / Futures contract / Volatility smile / VIX / Mathematical finance / Financial economics / Finance

Volatility Happens: Putting Market Swings in Perspective Equity investors felt a recent jolt of volatility after a stellar first half of 2013 which delivered record-setting highs for major market indices. Looking ahead,

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Source URL: www.collegecounts529advisor.com

Language: English - Date: 2014-06-13 14:43:20
125Mathematical finance / Investment / Volatility smile / Implied volatility / Volatility / Moneyness / Black–Scholes / Foreign-exchange option / Variance swap / Financial economics / Options / Finance

Crash-O-Phobia: A Domestic Fear or A Worldwide Concern? S ILVERIO F ORESI∗ Investment Management Division, Goldman Sachs L IUREN W U† Zicklin School of Business, Baruch College First draft: September 17, 2002

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Source URL: faculty.baruch.cuny.edu

Language: English - Date: 2004-02-03 14:49:06
126Options / Economics / Actuarial science / Financial risk / Volatility smile / Black–Scholes / Merton Model / Volatility / Quantitative analyst / Mathematical finance / Financial economics / Finance

NEW YORK CITY COLLEGE OF TECHNOLOGY

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Source URL: www.citytech.cuny.edu

Language: English - Date: 2014-07-01 12:44:39
127Economics / Volatility / Implied volatility / Option / Natural gas / Hedge / Futures contract / Deregulation / Volatility smile / Financial economics / Mathematical finance / Finance

HOW UTILITY-SCALE WIND CAN BENEFIT FROM NATURAL GAS VOLATILITY PRICING DAN SEIF, [removed] RENEWABLE ENERGY MARKETS, WASHINGTON, D.C. SEPTEMBER 24, 2012

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Source URL: www.resource-solutions.org

Language: English - Date: 2014-04-11 16:09:37
128Investment / Option / Volatility smile / Volatility / Mathematical finance / Financial economics / Finance

Trading Highlights Load trades manually, from file or via FIX: Enter trades directly in Derivation through a simple interface, from file via a flexible loader, or direct from a trading platform via the Derivation FIX eng

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Source URL: www.derivation.co.uk

Language: English - Date: 2013-06-13 09:39:46
129Finance / Software / Local volatility / Stochastic volatility / QuantLib / Implied volatility / Black–Scholes / SWIG / Volatility smile / Mathematical finance / Financial economics / Options

A free/open-source library for quantitative finance R/QuantLib Integration Klaus Spanderen, R/Finance 2013 The QuantLib Project

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Source URL: www.rinfinance.com

Language: English - Date: 2013-05-24 07:38:04
130Economics / Equity premium puzzle / VIX / Volatility smile / Financial risk / Volatility / Implied volatility / Beta / Fundamental analysis / Financial economics / Mathematical finance / Finance

Economic uncertainty[removed]

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Source URL: www.policyuncertainty.com

Language: English - Date: 2013-05-06 15:34:41
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