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Volatility smile
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#	Item
11	A Supply and Demand Based Volatility Model for Energy Prices ° Takashi Kanamura, J-POWER CfC Commodities 2007 conference at Birkbeck College, University of London Jan. 18th, 2007 Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:00 Mathematical finance Volatility Heston model Energy market Volatility smile Stochastic volatility
12	Research in International Business and Finance–251 Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany Niklas Wagner a,∗ , Alexander Szimayer b a Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2010-04-05 09:28:57 Mathematical finance Volatility VIX Implied volatility Stochastic volatility VDAX Stock market index Moneyness Volatility smile S&P/ASX 200 VIX
13	Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi University of Warwick Walter Distaso Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2011-01-28 05:36:55 Mathematical finance VIX Volatility Stochastic volatility Variance swap Rational pricing Financial risk Stock market index Option Implied volatility Volatility smile
14	Insider Trading, Stochastic Liquidity and Equilibrium PricesI Pierre Collin-Dufresne Carson Family Professor of Finance, Columbia University, and EPFL & SFI and NBER Vyacheslav Fos University of Illinois at Urbana-Champa Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2012-11-06 03:31:48 Mathematical finance Volatility Stochastic volatility Volatility smile Implied volatility
15	PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2008-06-18 10:37:34 Mathematical finance Options Volatility smile Implied volatility Local volatility BlackScholes model Volatility Stochastic volatility Valuation of options Binomial options pricing model Lattice model
16	EOR_Feb25_2007_chernov.dvi Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:15:06 Mathematical finance Options Volatility smile Implied volatility Volatility Moneyness BlackScholes model Stochastic volatility Valuation of options Greeks VIX
17	Option Valuation using Finite Differences October 2015 Option Valuation using Finite Differences Martin Toyer, CTO, TFG Financial Systems. Peter Russell, Team Lead, TFG Financial Systems Add to Reading List Source URL: www.tfgsystems.com Language: English - Date: 2015-10-08 08:18:22 Mathematical finance Options VannaVolga pricing BlackScholes model Barrier option Implied volatility Valuation Partial differential equation Volatility smile Finite difference methods for option pricing
18	Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning∗ Jianqing Fana a Loriano Mancinib Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:15:03 Mathematical finance Options Implied volatility BlackScholes model Volatility smile Moneyness Volatility Stochastic volatility Nonparametric regression Binomial options pricing model Lattice model
19	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: THIRD QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By: Add to Reading List Source URL: www.rggi.org Language: English - Date: 2015-11-23 17:15:17 Carbon finance Emissions trading Mathematical finance Regional Greenhouse Gas Initiative Technical analysis Futures contract Implied volatility Option Derivative Open interest Margin Volatility smile
20	Microsoft PowerPoint - Copy (2) of Organgram.pptx Add to Reading List Source URL: www.msfinance.ch Language: English - Date: 2011-05-03 10:54:40 Mathematical finance Options Quantitative analyst BlackScholes model Stochastic volatility Volatility Valuation of options Volatility smile Certificate in Quantitative Finance

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