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Volatility smile
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#	Item
211	The Concepts of Mathematical Finance M.S. Joshi Contents page xiii Add to Reading List Source URL: www.markjoshi.com Language: English - Date: 2009-01-27 19:13:58 Finance Black–Scholes Asian option Interest rate derivative Martingale pricing Swaption Volatility smile Stochastic volatility Quantitative analyst Financial economics Options Mathematical finance
212	Fixed Income Division Symmetry methods for quadratic Gaussian models of interest rate and FX processes Add to Reading List Source URL: www.mth.kcl.ac.uk Language: English - Date: 2010-10-20 13:03:01 Finance Statistics Stochastic processes Volatility smile Investment Volatility Stochastic volatility Black–Scholes Gaussian process Mathematical finance Financial economics Options
213	Revenue Volatility in California Add to Reading List Source URL: www.lao.ca.gov Language: English - Date: 2005-01-24 11:44:08 Volatility Income tax in the United States Standard deviation VIX Volatility smile Statistics Mathematical finance Mathematical sciences
214	USC FBE FINANCE SEMINAR presented by Joshua Coval THURSDAY, April 2, [removed]:30 pm – 1:55 pm, Room: JKP-202 The Pricing of Investment Grade Credit Risk Add to Reading List Source URL: www.usc.edu Language: English - Date: 2009-04-01 16:01:23 Mathematical finance United States housing bubble Options Collateralized debt obligation Implied volatility Volatility smile Credit default swap Credit derivative Capital asset pricing model Financial economics Finance Investment
215	Design and Estimation of Quadratic Term Structure Models∗ Markus Leippold† Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:41 Economics Options Fixed income market Interest rates Yield curve Expectation hypothesis Interest rate cap and floor Volatility smile Implied volatility Mathematical finance Financial economics Finance
216	Frontiers In Quantitative Finance Add to Reading List Source URL: www.proba.jussieu.fr Language: English - Date: 2010-06-16 05:05:11 Economics Volatility smile Implied volatility Quantitative analyst Stochastic volatility Volatility Collateralized debt obligation Copula Option Mathematical finance Financial economics Finance
217	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: 2012-10-10 15:03:55 Investment Local volatility Stochastic volatility Volatility VIX Implied volatility Option Volatility smile Mathematical finance Financial economics Finance
218	Achieving Consistent Modeling Of VIX and Equities Derivatives Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Management 2012 Add to Reading List Source URL: math.ut.ee Language: English - Date: 2014-02-18 17:00:46 Investment VIX Volatility smile Stochastic volatility Volatility Implied volatility Local volatility IVX Mathematical finance Financial economics Finance
219	Consistently Modeling Joint Dynamics of Volatility and Underlying To Enable Effective Hedging Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Management 2013 Add to Reading List Source URL: math.ut.ee Language: English - Date: 2013-05-27 17:32:13 Investment Volatility VIX Stochastic volatility Implied volatility Beta Option Volatility smile Mathematical finance Financial economics Finance
220	Laughter in the Dark - The Problem of the Volatility Smile Emanuel Derman May 26, 2003 Add to Reading List Source URL: www.emanuelderman.com Language: English - Date: 2013-09-06 07:47:45 Finance Investment Volatility smile Implied volatility Stochastic volatility Volatility Local volatility Black–Scholes Foreign-exchange option Financial economics Mathematical finance Options

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