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Volatility smile
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#	Item
161	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2005-12-19 11:37:25 Investment Merton Model Volatility Stochastic volatility Credit default swap Credit derivative Yield spread Financial risk Volatility smile Mathematical finance Financial economics Finance
162	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2003-08-26 09:45:31 Statistics Volatility Implied volatility Stochastic volatility Heston model Autoregressive conditional heteroskedasticity Financial risk Volatility smile VIX Mathematical finance Financial economics Finance
163	Figure 1.5. Mature Financial Market Indicators Real interest rates are generally below long-term averages, as are price-earnings ratios in equity markets and corporate spreads. Volatility has generally remained low. Real Add to Reading List Source URL: www.imf.org Language: English - Date: 2007-04-17 16:24:19 Investment VIX Volatility Implied volatility P/E ratio Volatility smile Local volatility Mathematical finance Financial economics Finance
164	Mind the cap Peter J¨ackel∗ First version: Last update: 2003 Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2004-10-10 07:03:14 Economics Interest rate cap and floor LIBOR market model Heath–Jarrow–Morton framework Log-normal distribution Normal distribution Hull–White model Volatility smile Interest rate derivative Mathematical finance Financial economics Finance
165	Quanto Skew Peter J¨ackel∗ First version: 25th July 2009 This version: 19th April[removed]Abstract Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2010-04-19 08:57:05 Finance Investment Implied volatility Volatility smile Quanto Volatility Stochastic volatility Local volatility Foreign-exchange option Financial economics Mathematical finance Options
166	Quanto Skew with stochastic volatility Peter J¨ackel∗ First version: This version: 29th March 2010 Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2010-04-19 18:55:44 Finance Investment Volatility smile Implied volatility Quanto Volatility Stochastic volatility Local volatility Black–Scholes Financial economics Mathematical finance Options
167	On The Network Effect in The Stock Market, The N 3/2 Power Law, and Optimal Volatility Equilibrium Stephen H.-T. Lihn Piscataway, NJ[removed]removed] Add to Reading List Source URL: www.skew-lognormal-cascade-distribution.org Language: English - Date: 2010-01-24 10:15:38 Statistics Volatility Log-normal distribution Modern portfolio theory Autoregressive conditional heteroskedasticity Stock market index Diversification Ornstein–Uhlenbeck process Volatility smile Mathematical finance Financial economics Economics
168	Valuing American options in the presence of user-defined smiles and time-dependent volatility: scenario analysis, model stress and lower-bound pricing applications. Peter J¨ackel∗ Riccardo Rebonato† Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2001-11-15 18:55:32 Finance Investment Volatility smile Volatility Implied volatility Local volatility Stochastic volatility Black–Scholes Moneyness Financial economics Mathematical finance Options
169	Stochastic Volatility Models: Past, Present and Future ∗ ¨ Peter Jackel Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-03-14 14:09:01 Options Investment Technical analysis Stochastic volatility Volatility Interest rate derivative Volatility smile Local volatility Mathematical finance Financial economics Finance
170	Global Financial Stability Report, September[removed]Chapter 3: Financial Asset Price Volatility: A Source of Instability? Add to Reading List Source URL: www.imf.org Language: English - Date: 2005-06-24 12:18:43 Investment Volatility Financial risk Bond market Volatility smile Implied volatility Mathematical finance Financial economics Finance

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