Volatility smile

Results: 236



#Item
221Options / Foreign exchange market / Mathematical finance / Foreign-exchange option / Volatility smile / Moneyness / Currency pair / Implied volatility / Exchange rate / Financial economics / Finance / Economics

The Empirical Robustness of FX Smile Construction Procedures

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Source URL: www.thfinance.de

Language: English - Date: 2009-09-25 03:31:31
222Finance / Investment / Volatility smile / Local volatility / Stochastic volatility / Volatility / Implied volatility / Black–Scholes / Foreign-exchange option / Financial economics / Mathematical finance / Options

Journal of Banking & Finance[removed]–2980 www.elsevier.com/locate/econbase

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Source URL: www.carolalexander.org

Language: English - Date: 2009-12-05 08:15:55
223Implied volatility / Black–Scholes / Option / Capital asset pricing model / Volatility smile / Volatility / Stochastic volatility / Quantitative analyst / Valuation of options / Mathematical finance / Financial economics / Finance

An introduction to financial econometrics Jianqing Fan Department of Operation Research and Financial Engineering

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Source URL: orfe.princeton.edu

Language: English - Date: 2006-05-02 18:28:08
224Investment / United States housing bubble / Options / Actuarial science / Credit default swap / Volatility swap / Volatility smile / Derivative / Futures contract / Financial economics / Finance / Mathematical finance

PRINCIPLES OF FINANCIAL ENGINEERING

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Source URL: www.bizknowledge.info

Language: English - Date: 2010-08-13 22:07:46
225Finance / Binomial options pricing model / Trinomial tree / Lattice model / Black–Scholes / Volatility / Real options valuation / Random walk / Volatility smile / Financial economics / Options / Mathematical finance

Recombining Trinomial Tree for Real Option Valuation with Changing Volatility Tero Haahtela

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Source URL: www.realoptions.org

Language: English - Date: 2013-03-20 23:51:49
226Finance / Volatility / Real options valuation / Implied volatility / Volatility smile / Financial economics / Mathematical finance / Options

Microsoft Word - Estimating volatility for use in real options _Dec 2004_ J.

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Source URL: www.financialcertified.com

Language: English - Date: 2006-07-12 15:52:08
227Finance / Volatility / Inflation / Real interest rate / Deficit spending / Implied volatility / Volatility smile / Mathematical finance / Economics / Financial economics

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Source URL: www.ucema.edu.ar

Language: English - Date: 2011-07-27 09:47:08
228Finance / Investment / Black–Scholes / Volatility smile / Implied volatility / Stochastic volatility / Trinomial tree / Volatility / Forward contract / Financial economics / Mathematical finance / Options

PDF Document

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Source URL: www.risk.net

Language: English - Date: 2007-07-09 13:41:36
229Options / Implied volatility / Volatility smile / Black–Scholes / Foreign-exchange option / Model risk / Interest rate cap and floor / Financial risk / Volatility / Financial economics / Mathematical finance / Finance

PDF Document

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Source URL: www.imes.boj.or.jp

Language: English - Date: 2000-12-18 20:03:54
230Finance / Investment / Greeks / Implied volatility / Black–Scholes / Volatility smile / Foreign-exchange option / Valuation of options / Volatility / Financial economics / Options / Mathematical finance

PDF Document

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Source URL: www.espenhaug.com

Language: English - Date: 2008-09-14 11:02:45
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