Fast exponential time integration for pricing options in stochastic volatility jump diffusion models Hong-Kui Pang∗ Hai-Wei Sun†

Source URL: www.cis.umac.mo

Regulation and market volatility: Temporarily dissolving liquidity An M&G Investments institutional briefing March 2016 Worries about the state of the global economy have triggered recent bond market volatility. The shar

Source URL: www.mandg.nl

C:rsceDataalpc4d27c6_5475_4d0d_a564_73a307c1e316.ps

Source URL: my.unil.ch

• Mathematical finance
• Economy
• Business
• Options
• Applied mathematics
• Technical analysis
• Volatility
• Stochastic volatility
• Heston model
• Newsvendor model
• Volatility smile
• Implied volatility

Heston Stochastic Local Volatility Model Klaus Spanderen1 R/Finance 2016 University of Illinois, Chicago May 20-21, 2016

Source URL: www.rinfinance.com

The Rise in Firm-Level Volatility: Causes and Consequences∗ Diego Comin and Thomas Philippon New York University July 29, 2005 Abstract

Source URL: pages.stern.nyu.edu

Manuscript Click here to view linked References 1 2 3

Source URL: www.waelde.com

• Mathematical finance
• Logic
• Technical analysis
• Volatility
• Substitution
• Real business-cycle theory
• Economics

Automated equity trading: The evolution of market structure and its effect on volatility and liquidity

Source URL: www.twosigmasecurities.com

Microsoft Word - Harris.docx

Source URL: www.q-group.org

• Financial markets
• Mathematical finance
• Investment
• Financial economics
• Quantitative analyst
• Valuation
• Volatility
• Market anomaly
• Draft:Pim van Vliet

Journal of Monetary Economics–940 Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect$ Michael B. Devereuxa,b, Charles Engelc,d,* a

Source URL: www.ssc.wisc.edu

• Economy
• Economics
• Foreign exchange market
• Inflation
• Currency
• Monetary economics
• International trade
• Monetary policy
• Exchange rate
• Volatility
• Money supply
• Real interest rate

Regulation and market volatility: Temporarily dissolving liquidity An M&G Investments institutional briefing March 2016 Worries about the state of the global economy have triggered recent bond market volatility. The shar

Source URL: www.mandg.no