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Volatility smile
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51	Interventions and expected exchange rates in emerging market economies Add to Reading List Source URL: www.bis.org Language: English - Date: 2013-10-22 09:33:00 Investment Implied volatility Black–Scholes Futures contract Risk-neutral measure Volatility Option Risk Volatility smile Mathematical finance Financial economics Finance
52	THE MIXING APPROACH TO STOCHASTIC VOLATILITY AND JUMP MODELS# by ALAN L. LEWIS March, 2002 Add to Reading List Source URL: www.optioncity.net Language: English - Date: 2003-01-14 19:33:22 Options Finance Stochastic processes Geometric Brownian motion Stochastic volatility Implied volatility Volatility smile Volatility Black–Scholes Mathematical finance Financial economics Statistics
53	Option Valuation under Stochastic Volatility With Mathematica Code Copyright µ 2000 by Alan L. Lewis All rights reserved. Except for the quotation of short passages for the purposes of criticism and review, no part of t Add to Reading List Source URL: www.optioncity.net Language: English - Date: 2003-05-23 12:16:18 Finance Investment Volatility smile Volatility Implied volatility Black–Scholes Stochastic volatility Autoregressive conditional heteroskedasticity Local volatility Mathematical finance Financial economics Options
54	Option Wizard™ Online QuickGuide © 2000 Option Wizard Power, ease, simplicity in Microsoft Excel. Member, Microsoft Software Developers Network Add to Reading List Source URL: option-wizard.com Language: English - Date: 2001-05-08 07:18:37 Financial system Implied volatility Butterfly Moneyness Covered call Strike price Straddle Volatility smile Options Financial economics Finance
55	Microsoft Word - SeminarEmanuel Derman.doc Add to Reading List Source URL: www.math.ust.hk Language: English - Date: 2013-11-14 22:54:30 Finance Economics Stochastic processes Black–Scholes Equations Stock market Volatility smile Volatility Emanuel Derman Mathematical finance Financial economics Options
56	Global Financial Stability Report, September[removed]Chapter 3: Financial Asset Price Volatility: A Source of Instability? Add to Reading List Source URL: www.imf.org Language: English - Date: 2005-06-24 12:18:43 Investment Volatility Financial risk Bond market Volatility smile Implied volatility Mathematical finance Financial economics Finance
57	Federal Reserve Bank of New York Staff Reports A Simple and Reliable Way to Compute Option-Based Risk-Neutral Distributions Allan M. Malz Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2014-06-04 16:08:43 Finance Investment Implied volatility Volatility smile Black–Scholes Volatility Risk-neutral measure Moneyness Rational pricing Mathematical finance Financial economics Options
58	International transmission and volume effects in G5 stock market returns and volatility Sanvi Avouyi-Dovi and Eric Jondeau1 1. Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:17:04 Volatility Economics Autoregressive conditional heteroskedasticity Implied volatility Volatility smile Mathematical finance Financial economics Finance
59	Microsoft Word - YEN Jerome (June 18_2013).docx Add to Reading List Source URL: lx2.saas.hku.hk Language: English - Date: 2013-06-10 10:13:49 Investment Volatility High-frequency trading Hang Seng Index Hong Kong Volatility smile VIX Mathematical finance Financial economics Finance
60	TESTING TECHNIQUES FOR ESTIMATING IMPLIED RNDS FROM THE PRICES OF EUROPEAN-STYLE OPTIONS Abstract: This paper examines two approaches to estimating implied risk-neutral probability density functions from the prices of Eu Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:16:57 Options Investment Stochastic volatility Volatility smile Implied volatility Volatility Heston model Black–Scholes Local volatility Mathematical finance Financial economics Finance