Volatility smile - PDFSEARCH.IO - Document Search Engine

Volatility smile
Results: 236

#	Item
71	Continuous time option pricing with scheduled jumps in the underlying asset by Dmitry Storcheus and Sergey Gelman discussed by Mikhail Chernov (LSE and CEPR) Add to Reading List Source URL: www.hse.ru Language: English - Date: 2011-12-22 01:02:41 Finance Investment Volatility Implied volatility Black–Scholes Stochastic volatility Volatility smile Mathematical finance Financial economics Options
72	Three make a dynamic smile unspanned skewness and interacting volatility components in option valuation Peter H. Gruber1 , Claudio Tebaldi2 and Fabio Trojani1 June 25, 2010 6th World Congress of the Bachelier Finance soc Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:04:58 Finance Economics Volatility Stochastic volatility Economic model Macroeconomic model Stochastic Mathematical finance Financial economics Options
73	The recent behaviour of financial market volatility, BIS Papers No 29, August 2006 Add to Reading List Source URL: www.bis.org Language: English - Date: 2006-08-24 18:00:00 Economics Volatility Implied volatility Bond market Great Moderation Financial market Financial risk Equity premium puzzle Volatility smile Financial economics Finance Mathematical finance
74	INTRODUCTION INTO THE NEW BLOOMBERG IMPLIED VOLATILITY CALCULATIONS The purpose of this document is to provide a brief introduction into the Bloomberg implied volatility calculations. Certain details have been omitted an Add to Reading List Source URL: msb040.msb.edu Language: English - Date: 2008-03-16 06:13:00 Finance Investment Implied volatility Moneyness Black–Scholes Volatility Put–call parity Volatility smile Financial economics Mathematical finance Options
75	Introduction Stochastic Volatility CEV Numerical Implementation Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-25 08:40:48 Finance Investment Stochastic volatility Constant elasticity of variance model Local volatility Volatility Implied volatility Black–Scholes Volatility smile Mathematical finance Financial economics Options
76	Minimizing Probability of Lifetime Ruin Under Stochastic Volatility Xueying Hu University of Michigan BFS2010, Toronto, June 25 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 11:39:52 Options Finance Stochastic processes Volatility smile Stochastic volatility Volatility Black–Scholes Markov chain Geometric Brownian motion Mathematical finance Financial economics Statistics
77	On refined volatility smile expansion in the Heston model Stefan Gerhold (joint work with P. Friz, A. Gulisashvili, and S. Sturm) Vienna University of Technology, Austria Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-25 17:41:44 Investment Volatility smile Volatility Black–Scholes Heston model Logarithm Mathematical finance Financial economics Finance
78	Riding on the Smiles Martino Grasselli, University of Padova and ESILV 6th World Congress of the Bachelier Finance Society Toronto, June 22-26, 2010 Joint work with J. da Fonseca Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:35:02 Investment Stochastic volatility Volatility Implied volatility Option Volatility smile Mathematical finance Financial economics Finance
79	An Equity-Interest Rate Hybrid Model with Stochastic Volatility and the Interest Rate Smile Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:46:28 Investment Heston model Volatility Hull–White model Stochastic volatility Implied volatility Black–Scholes Model theory Mathematical finance Financial economics Finance
80	Espen Gaarder Haug THE COLLECTOR: Know Your Weapon Part 1 Add to Reading List Source URL: www.wilmott.com Language: English - Date: 2005-05-27 13:44:00 Finance Investment Greeks Implied volatility Black–Scholes Volatility smile Foreign-exchange option Valuation of options Volatility Financial economics Options Mathematical finance

UPDATE