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Volatility smile
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#	Item
181	The information content of over-the-counter currency options Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-06-03 11:39:30 Options Investment Implied volatility Volatility VIX Foreign-exchange option Futures contract Volatility smile Volatility arbitrage Financial economics Mathematical finance Finance
182	A STOCHASTIC VOLATILITY MODEL FOR BERMUDA SWAPTIONS AND CALLABLE CMS SWAPS CLAUDIO ALBANESE AND MANLIO TROVATO Abstract. It is widely recognized that fixed income exotics should be priced by means of a stochastic volatil Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Investment Volatility smile Implied volatility Swaption Volatility Hull–White model Local volatility Interest rate derivative Stochastic volatility Mathematical finance Financial economics Finance
183	Microsoft Word - EABCN 19th School_EUI_andersen_2013_06.doc Add to Reading List Source URL: www.eabcn.org Language: English - Date: 2013-07-18 08:03:26 Finance Volatility Implied volatility Stochastic volatility Autoregressive conditional heteroskedasticity Volatility smile VIX Mathematical finance Financial economics Statistics
184	Microsoft Word - wp09-9.doc Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2009-04-15 08:49:50 Financial economics Great Moderation Economics Volatility smile Implied volatility Mathematical finance Finance Volatility
185	OPTION TRADE VOLUME AND VOLATILITY OF BANKS’ STOCK RETURNS* 111 Rafael Barbosa \| Martín Saldías Add to Reading List Source URL: www.bportugal.pt Language: English - Date: 2013-12-18 09:46:11 Investment Volatility Implied volatility VIX Eurex Option Chicago Board Options Exchange Open interest Volatility smile Mathematical finance Financial economics Finance
186	Efficient Numerical PDE Methods to Solve Calibration and Pricing Problems in Local Stochastic Volatility Models Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Manag Add to Reading List Source URL: math.ut.ee Language: English - Date: 2014-06-13 01:20:50 Investment Local volatility Stochastic volatility Volatility VIX Implied volatility Option Volatility smile Mathematical finance Financial economics Finance
187	Informed Options Trading prior to M&A Announcements: Insider Trading?∗ Patrick Augustin† Menachem Brenner‡ Add to Reading List Source URL: irrcinstitute.org Language: English - Date: 2014-06-11 16:03:21 Options Mathematical finance Financial markets Stock market Investment Volatility smile Insider trading Implied volatility U.S. Securities and Exchange Commission Financial economics Finance Financial system
188	Stale information, shocks and volatility Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2006-11-10 10:04:02 Volatility Economics Volatility smile Tobin tax Mathematical finance Finance Financial economics
189	Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2011-10-28 10:31:22 Options Investment Implied volatility Volatility smile Volatility Black–Scholes Futures contract Financial risk Derivative Financial economics Mathematical finance Finance
190	Isaac Newton Institute for Mathematical Sciences Developments in Quantitative Finance 24 January - 22 July 2005 Organisers: Darrell Duffie (Stanford); David Hobson (Bath); Chris Rogers (Cambridge); José Scheinkman (Pri Add to Reading List Source URL: www.newton.ac.uk Language: English - Date: 2003-10-01 05:58:06 Finance Investment Implied volatility Black–Scholes Volatility Volatility smile Valuation of options Timer Call Mathematical finance Financial economics Options

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