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Volatility smile
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61	How Useful are Implied Distributions? Evidence from Stock-Index Options by Gordon Gemmill and Apostolos Saflekos* Abstract Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:16:57 Finance Investment Volatility smile Volatility Implied volatility Log-normal distribution Fat-tailed distribution Futures contract Black–Scholes Financial economics Mathematical finance Options
62	Option Prices and Implied Volatilities: An Empirical Analysis Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2012-11-19 00:51:32 Finance Investment Implied volatility Black–Scholes Volatility Black model Foreign-exchange option Futures contract Volatility smile Financial economics Mathematical finance Options
63	Add to Reading List Source URL: www.hkma.gov.hk Language: English - Date: 2011-08-10 08:01:47 Finance Implied volatility Black–Scholes Volatility Volatility smile Mathematical finance Financial economics Options
64	Box B: The Greek Private Sector Debt Swap Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2013-02-07 19:18:48 Investment Foreign exchange market Volatility VIX Implied volatility Bond market Financial market Futures contract Volatility smile Mathematical finance Financial economics Finance
65	Financial Market Volatility Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2014-08-07 18:05:47 Economics Volatility Financial risk Leverage Volatility smile Local volatility Mathematical finance Financial economics Finance
66	Box C: Options Markets and the Expected Volatility of Bank Share Prices As options markets have developed over time, options prices have increasingly been used to derive the market’s assessment of the future volatility Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2009-08-09 20:34:58 Economics Volatility Volatility smile Mathematical finance Financial economics Finance
67	Box A: Declining Volatility in Global Asset Markets As derivative markets have become more liquid and the use of instruments such as options more widespread, it has become increasingly possible to use information from th Add to Reading List Source URL: www.rba.gov.au Language: English - Date: 2009-08-09 20:34:58 Investment Implied volatility Volatility Volatility smile Futures contract IVX Mathematical finance Financial economics Finance
68	Risk-based Governance Services MARKET RISK REPORT Made in Europe February 2015 Add to Reading List Source URL: admin.arkus-fs.com Language: English - Date: 2015-02-11 07:20:44 Investment Implied volatility Volatility VIX Option Volatility smile Volatility swap Mathematical finance Financial economics Finance
69	April 4, [removed]:0 WSPC/141-IJMPC[removed]International Journal of Modern Physics C Vol. 17, No[removed]–304 Add to Reading List Source URL: www.uni-bamberg.de Language: English - Date: 2011-02-20 13:37:42 Investment Volatility Futures contract Speculation Implied volatility Volatility smile Mathematical finance Financial economics Finance
70	cutting edge. option pricing The vanna-volga method for implied volatilities European-style claims, is consistent with static-replication arguments. Finally, we derive first- and second-order approximations Add to Reading List Source URL: www.risk.net Language: English - Date: 2007-08-09 12:30:23 Finance Investment Implied volatility Volatility smile Black–Scholes Volatility Foreign-exchange option Fabio Mercurio Vanna Volga pricing Mathematical finance Financial economics Options

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