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Volatility smile
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171	PDF Document Add to Reading List Source URL: www.astcdubai.com Language: English - Date: 2014-06-16 12:46:42 Investment Butterfly Volatility smile Black–Scholes Hedge Greeks Put option Implied volatility Bull spread Options Financial economics Finance
172	STOFS5UsersSODberienerBehandlingf-02fintLaTeX.dvi Add to Reading List Source URL: www.riksbank.se Language: English - Date: 2004-03-18 16:22:28 Mathematical sciences Options Regression analysis Volatility smile Splines Implied volatility Interpolation Volatility Smoothing spline Statistics Mathematical finance Financial economics
173	A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOS CLAUDIO ALBANESE AND ALICIA VIDLER Abstract. We present a new structural model for single name equity and credit derivatives which we also correlate acros Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Investment Volatility smile Volatility Local volatility Implied volatility Stochastic volatility Collateralized debt obligation Derivative Path integral formulation Mathematical finance Financial economics Finance
174	PDF Document Add to Reading List Source URL: www.accessecon.com Language: English - Date: 2010-07-27 22:10:12 Volatility Financial economics Herfindahl index Great Moderation Productivity Daron Acemoğlu Volatile Volatility smile Mathematical finance Economics Business
175	A quantitative mirror on the Euribor market using implied probability density functions Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2011-01-03 10:07:09 Banking Interest rates Mathematical finance Options Interest rate future Futures contract Volatility smile London International Financial Futures and Options Exchange Euro Interbank Offered Rate Financial economics Finance Investment
176	The impact of the euro on international stability and volatility Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2013-12-18 10:53:55 Technical analysis Volatility Great Moderation Economics Euro Gross domestic product Financial economics Volatility smile Mathematical finance Macroeconomics Business cycle
177	Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-04-06 05:41:36 Finance Fixed income market Federal Reserve Monetary policy Central banks European Central Bank Bond market Federal funds rate Volatility smile Economics Mathematical finance Financial economics
178	WO R K I N G PA P E R S E R I E S NO[removed]AUGUST 2007 IS THE CORPORATE BOND MARKET FORWARD LOOKING? Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2007-08-17 10:19:27 Finance Investment Implied volatility Stochastic volatility Volatility Merton Model Black–Scholes Bond Volatility smile Financial economics Mathematical finance Options
179	A stochastic monetary policy interest rate model Claudio Albanese Manlio Trovato [removed] Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Options Markov models Stochastic processes Markov chain Continuous-time Markov process Volatility smile Local volatility Stochastic volatility Matrix Statistics Mathematical finance Markov processes
180	Cross-dynamics of volatility term structures implied by foreign exchange options Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-09-28 11:49:51 Finance Investment Volatility smile Implied volatility Stochastic volatility Volatility Black–Scholes Foreign-exchange option Foreign exchange market Mathematical finance Financial economics Options

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