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Volatility smile
Results: 236

#	Item
201	Brochure, RealVol Indices, [removed]pub Add to Reading List Source URL: www.volx.us Language: English - Date: 2012-12-07 07:11:16 Investment Implied volatility Volatility Futures contract Option Volatility smile Thomson Reuters Realized Volatility Index Mathematical finance Financial economics Finance
202	Microsoft Word - RealVol Overlay on an S&P500 Portfolio(Final).docx Add to Reading List Source URL: www.volx.us Language: English - Date: 2013-02-26 07:17:14 Investment Volatility Implied volatility VIX Option Heston model Futures contract Volatility smile Variance swap Mathematical finance Financial economics Finance
203	Mind the cap Peter J¨ackel∗ First version: Last update: 2003 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:15 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
204	Quanto Skew Peter J¨ackel∗ First version: 25th July 2009 This version: 19th April[removed]Abstract Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:34 Finance Investment Implied volatility Volatility smile Quanto Volatility Stochastic volatility Local volatility Foreign-exchange option Financial economics Mathematical finance Options
205	Volatility Strategies 4, Overlay to an S&P Portfolio, [removed]pub Add to Reading List Source URL: www.volx.us Language: English - Date: 2013-02-26 10:08:26 Investment Volatility Futures contract Hedge Stock market index Option VIX Volatility smile Financial economics Mathematical finance Finance
206	Quanto Skew with stochastic volatility Peter J¨ackel∗ First version: This version: 29th March 2010 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:38 Finance Investment Volatility smile Implied volatility Quanto Volatility Stochastic volatility Local volatility Black–Scholes Financial economics Mathematical finance Options
207	Geodesic strikes for composite, basket, Asian, and spread options Peter J¨ackel∗ First version: 28th July 2012 This version: 28th July[removed]Abstract Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2012-07-28 13:43:45 Finance Implied volatility Volatility Mathematical sciences Mathematical finance Volatility smile Financial economics
208	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.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:24:32 Finance Investment Volatility smile Volatility Implied volatility Local volatility Stochastic volatility Black–Scholes Moneyness Financial economics Mathematical finance Options
209	Stochastic Volatility Models: Past, Present and Future ∗ ¨ Peter Jackel Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:48 Options Investment Technical analysis Stochastic volatility Volatility Interest rate derivative Volatility smile Local volatility Mathematical finance Financial economics Finance
210	The Lahore Journal of Economics 19 : 1 (Summer 2014): pp. 31–66 The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners Abdul Jalil Khan, * Parvez Azim, and Shabib Haider Syed Add to Reading List Source URL: 121.52.153.179 Language: English - Date: 2014-06-13 00:44:03** International trade Foreign exchange market Economic indicators Volatility Exchange rate Fixed exchange-rate system Balance of trade Volatility smile Tobin tax Economics International economics Mathematical finance

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