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Volatility swap
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#	Item
41	Variation Swaps on Time-Changed L´ evy Processes Bachelier Congress 2010 June 24 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 14:43:28 Investment Variance swap Stochastic volatility Volatility Realized variance Futures contract Variance Quadratic variation VIX Mathematical finance Finance Financial economics
42	VolX® News Release BOX Media Contact Janice Foley, +[removed]removed] Add to Reading List Source URL: boxexchange.com Language: English - Date: 2015-02-10 09:27:29 Finance Exchange-traded funds Implied volatility Volatility swap Futures contract Volatility SPDR Option S&P 500 Financial economics Investment Mathematical finance
43	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Bayesian Estimation of Time-Changed Default Intensity Models Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2015-02-02 13:08:56 Financial economics Markov chain Maximum likelihood Stochastic volatility Volatility Credit default swap Autoregressive conditional heteroskedasticity Mathematical finance Statistics Mathematical sciences
44	A Consistent Pricing Model for Index Options and Volatility Derivatives Workshop on Financial Derivatives and Risk Management Thomas Kokholm Finance Research Group Department of Business Studies Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-01 10:47:59 Investment VIX Variance swap Implied volatility Volatility Stochastic volatility Derivative Option Conditional variance swap Mathematical finance Financial economics Finance
45	Brochure, RealVol Options[removed] Add to Reading List Source URL: www.volx.us Language: English - Date: 2015-01-02 13:26:10 Investment Implied volatility VIX Volatility Variance swap Option Futures contract Chicago Board Options Exchange S&P 500 Mathematical finance Financial economics Finance
46	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Specification Analysis of Structural Credit Risk Models Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2008-11-17 14:39:00 Economics Merton Model Credit default swap Black–Scholes Option Derivative Autoregressive conditional heteroskedasticity Volatility Model risk Financial economics Mathematical finance Finance
47	Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2004-10-19 14:57:15 Investment Implied volatility Volatility Stochastic volatility VIX Variance swap Realized variance Black–Scholes Option Mathematical finance Financial economics Finance
48	Finance and Economics Discussion Series Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2005-12-19 11:37:25 Investment Merton Model Volatility Stochastic volatility Credit default swap Credit derivative Yield spread Financial risk Volatility smile Mathematical finance Financial economics Finance
49	Crash-O-Phobia: A Domestic Fear or A Worldwide Concern? S ILVERIO F ORESI∗ Investment Management Division, Goldman Sachs L IUREN W U† Zicklin School of Business, Baruch College First draft: September 17, 2002 Add to Reading List Source URL: faculty.baruch.cuny.edu Language: English - Date: 2004-02-03 14:49:06 Mathematical finance Investment Volatility smile Implied volatility Volatility Moneyness Black–Scholes Foreign-exchange option Variance swap Financial economics Options Finance
50	Derivation Highlights June – September 2012 Version[removed]rev00-db278.000 System architecture • Add to Reading List Source URL: www.derivation.co.uk Language: English - Date: 2013-01-10 10:59:05 Options Investment Volatility Variance swap Valuation of options Mathematical finance Finance Financial economics

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