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Volatility smile
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#	Item
191	Microsoft Word - S_M_B_paper_version_1_27_2014 Add to Reading List Source URL: neumann.math.tufts.edu Language: English - Date: 2014-01-27 11:06:22 Finance Investment Implied volatility Volatility smile Volatility VIX Black–Scholes Moneyness Stochastic volatility Mathematical finance Financial economics Options
192	A class of Levy process models with almost exact calibration to both barrier and vanilla fx options John Crosby ICBI Global Derivatives conference, Paris May 2008 Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:23 Financial system Foreign-exchange option Barrier option Derivative Foreign exchange market Volatility smile Power reverse dual currency note Financial economics Options Finance
193	A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options PETER CARR and JOHN CROSBY Peter Carr (email: [removed]) is Director of the Master’s in Mathematical Finance p Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-11-22 13:21:26 Finance Investment Local volatility Foreign-exchange option Black–Scholes Μ operator Volatility smile Stochastic volatility Poisson process Financial economics Options Mathematical finance
194	Microsoft Word - S_M_B_paper_version_1_27_2014 Add to Reading List Source URL: neumann.math.tufts.edu Language: English - Date: 2014-01-27 11:06:22 Finance Investment Implied volatility Volatility smile Volatility VIX Black–Scholes Moneyness Stochastic volatility Mathematical finance Financial economics Options
195	LATEST RESEARCH Historical Volatility: The Holy Grail Found? Larry Connors CEO and Founder Add to Reading List Source URL: www.connorsresearch.com Language: English - Date: 2009-06-23 09:12:24 Investment Volatility Beta Short Volatility smile VIX Mathematical finance Financial economics Finance
196	Modelling the implied probability of stock market movements Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:20:07 Investment Implied volatility Volatility Black–Scholes Option Futures contract Financial risk Derivative Volatility smile Financial economics Mathematical finance Finance
197	Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:20:06 Finance Options Economics European System of Central Banks European Central Bank Danmarks Nationalbank Volatility smile Black–Scholes Havnegade Mathematical finance Financial economics Central banks
198	Methodological description and interpretation of the volatility index for electricity markets There are two ways of measuring the volatility of commodity markets. The first option is to try to measure the so-called impli Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2012-05-14 16:07:52 Investment Volatility Implied volatility Option Electricity market Futures contract Volatility smile Volatility arbitrage Mathematical finance Financial economics Finance
199	Demand-Based Option Pricing Nicolae Gˆarleanu University of California at Berkeley, CEPR, and NBER Lasse Heje Pedersen New York University, CEPR, and NBER Allen M. Poteshman Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2010-02-07 17:25:57 Options Investment Black–Scholes Implied volatility Risk-neutral measure Forward contract Futures contract Stochastic volatility Volatility smile Financial economics Mathematical finance Finance
200	Brochure, RealVol Futures, [removed]pub Add to Reading List Source URL: www.volx.us Language: English - Date: 2012-12-12 14:45:00 Investment Implied volatility VIX Futures contract Variance swap Volatility Option Volatility smile Volatility swap Mathematical finance Financial economics Finance

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