Volatility smile

Results: 236



#Item
41Mathematical finance / Economics / Food politics / Staple foods / Model organisms / World food price crisis / Wheat / Volatility smile / Volatility / Food and drink / Agriculture / Energy crops

Working paper No. 6 November 2014  A re-examination of food price volatility

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2014-12-06 10:13:50
42Investment / Volatility / Stochastic volatility / Implied volatility / Option / Volatility smile / Local volatility / Mathematical finance / Financial economics / Finance

Microsoft Word - UlyssesWP1_final_bb

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Source URL: www.fp7-ulysses.eu

Language: English - Date: 2013-04-30 14:30:40
43Finance / Options / Technical analysis / Volatility / Requirements elicitation / Requirement / Financial system / Volatility smile / VIX / Mathematical finance / Software requirements / Financial economics

Science of Computer Programming–175 Contents lists available at ScienceDirect Science of Computer Programming journal homepage: www.elsevier.com/locate/scico

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Source URL: www.cs.vu.nl

Language: English - Date: 2008-08-01 03:11:59
44Investment / Mathematical finance / Derivative / Black–Scholes / Credit default swap / Futures contract / Hedge / Volatility smile / Binomial options pricing model / Financial economics / Finance / Options

Moscow state Lomonosov University Moscow School of Economics Syllabus "Mathematical methods for estimating the derivatives"

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Source URL: mse-msu.ru

Language: English - Date: 2013-09-12 02:45:44
45Economics / Volatility / Autoregressive conditional heteroskedasticity / Option / Implied volatility / Volatility smile / Mathematical finance / Financial economics / Finance

11 Resizing Risks Scanning price charts for channels has a bad reputation among economic theorists. Good traders do it anyway for the insight into uncertainty. It’s a secret of their success that shouldn’t stay secre

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-18 07:18:36
46Finance / CEO succession / Financial risk / Mathematical sciences / Volatility smile / Mathematical finance / Volatility / Financial economics

The Impact of CEO Turnover on Equity Volatility

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Source URL: www.newyorkfed.org

Language: English - Date: 2003-09-02 12:28:00
47Finance / Investment / Volatility smile / Stochastic volatility / Implied volatility / Volatility / Moneyness / Black–Scholes / Foreign-exchange option / Options / Mathematical finance / Financial economics

Microsoft Word - Figure 2 _b_.doc

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Source URL: downloads.hindawi.com

Language: English - Date: 2014-08-28 23:24:58
48Options / Investment / Black–Scholes / Implied volatility / Risk-neutral measure / Forward contract / Futures contract / Stochastic volatility / Volatility smile / Financial economics / Mathematical finance / Finance

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

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Source URL: docs.lhpedersen.com

Language: English - Date: 2010-02-07 17:25:57
49Economics / Volatility / Implied volatility / Bond market / Autoregressive conditional heteroskedasticity / Volatility smile / Local volatility / Mathematical finance / Financial economics / Finance

150 years of financial market volatility - BIS Quarterly Review, part 7, September 2006

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Source URL: www.bis.org

Language: English - Date: 2006-09-10 18:00:00
50Mathematical analysis / Equations / Mathematical finance / Heat equation / Heat transfer / Characteristic function / Black–Scholes / Normal distribution / Statistics / Stochastic processes / Probability theory

Center for Research in Financial Mathematics and Statistics (UCSB) Seminar Series (Feb 26, 2007) “Geometries and Smile Asymptotics for a Class of Stochastic Volatility Models” Alan L. Lewis

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Source URL: www.optioncity.net

Language: English - Date: 2007-02-28 11:39:03
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