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Volatility swap
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61	PDF Document Add to Reading List Source URL: www.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
62	PDF Document Add to Reading List Source URL: www.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
63	PDF Document Add to Reading List Source URL: www.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
64	UNITED STATES OF AMERICA Before the SECURITIES AND EXCHANGE COMMISSION SECURITIES EXCHANGE ACT OF 1934 Release No[removed]December 19, 2012 INVESTMENT ADVISERS ACT OF 1940 Add to Reading List Source URL: www.sec.gov Language: English - Date: 2012-12-19 10:43:35 Mathematical finance Options Banking Variance swap Hedge fund Hedge Derivative Covered call Implied volatility Financial economics Finance Investment
65	Peter J¨ackel∗ and Christian Kahl† Hyp Hyp Hooray First version: This version: Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2010-01-04 18:59:06 Finance Volatility Implied volatility Local volatility Stochastic volatility Stochastic differential equation Heston model Variance swap Log-normal distribution Mathematical finance Statistics Financial economics
66	The Link between Caplet and Swaption Volatilities in a BGM/J Framework: Approximate Solutions and Empirical Evidence Peter J¨ackel∗ Riccardo Rebonato† July 18th , 2002 Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2002-07-18 12:33:40 Economics Swaption Volatility Yield curve LIBOR market model Derivative Swap rate Option Interest rate cap and floor Financial economics Mathematical finance Finance
67	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2014-04-14 07:16:10 Options Investment Stochastic volatility Implied volatility Local volatility Volatility Correlation trading Variance swap Black–Scholes Mathematical finance Financial economics Finance
68	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2014-04-14 07:16:10 Options Investment Implied volatility Stochastic volatility VIX Volatility Local volatility Variance swap Black–Scholes Financial economics Mathematical finance Finance
69	PRICING EQUITY DEFAULT SWAPS CLAUDIO ALBANESE AND OLIVER CHEN Abstract. Pricing credit-equity hybrids is a challenging task as the established pricing methodologies for equity options and credit derivatives are quite dif Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Mathematical finance United States housing bubble Options Credit default swap Derivative Credit derivative Stochastic volatility Convertible bond Local volatility Financial economics Finance Investment
70	CREDIT BARRIER MODELS CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, OLIVER CHEN, AND ANDREI ZAVIDONOV A BSTRACT. The model introduced in this article is designed to provide a consistent representation for both the real-world an Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:18 Stochastic processes Finance Black–Scholes Credit default swap Variance gamma process Stochastic differential equation Credit rating agency Credit risk Implied volatility Mathematical finance Financial economics Statistics

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