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Volatility smile
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1	Microsoft Word - Low-volatility investing the good, the bad and the generic 2015 Add to Reading List Source URL: www.robeco.com.au Language: English - Date: 2015-10-21 04:30:50 Economy Mathematical finance Finance Money Volatility Robeco Beta Low-volatility anomaly Draft:Pim van Vliet Volatility smile
2	- 2012 #15 NBIM Discussion NOTE Modelling the implied tail risk of foreignexchange positions Add to Reading List Source URL: dmmn26wgpgtie.cloudfront.net Language: English - Date: 2016-07-22 21:10:43 Mathematical finance Options Economy Applied mathematics Finance Volatility smile Volatility Implied volatility Foreign exchange option Moneyness BlackScholes model Financial economics
3	A Hidden Markov Stochastic Volatility Model for Energy Prices Robert J. Elliott∗ Tao Lin† Hong Miao‡ To describe the complex behavior of energy prices, we propose a stochastic volatility model, where Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:21 Mathematical finance Economy Applied mathematics Finance Volatility Stochastic volatility OrnsteinUhlenbeck process Benchmark CoxIngersollRoss model International Petroleum Exchange Volatility smile Implied volatility
4	SPONSORED FEATURE FX volatility An evolutionary story Jessica James and Jonathan Fullwood of Commerzbank present an overview of volatility – from its origins, to the current era – taking Add to Reading List Source URL: cbcm.commerzbank.com Language: English - Date: 2015-07-02 05:13:45 Options Mathematical finance Applied mathematics Economy Finance Volatility smile Implied volatility Foreign exchange option Moneyness BlackScholes model Volatility VIX
5	Fitting volatility skews and smiles with analytical stock-price models Damiano Brigo Fabio Mercurio Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:17:15 Mathematical finance Options Applied mathematics Economy Finance Volatility smile Damiano Brigo Fabio Mercurio Volatility BlackScholes model Implied volatility Greeks
6	HONG KONG INSTITUTE FOR MONETARY RESEARCH RETURN, TRADING VOLUME, AND MARKET DEPTH IN CURRENCY FUTURES MARKETS Ai-ru (Meg) Cheng and Yin-Wong Cheung HKIMR Working Paper No Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2012-09-25 06:12:36 Mathematical finance Applied mathematics Finance Statistics Stochastic volatility Volatility Futures contract Latent variable Implied volatility Volatility smile
7	PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORT Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:16:48 Mathematical finance Options BlackScholes model Moneyness Local volatility Volatility Laplace distribution Stochastic volatility Normal distribution Implied volatility Volatility smile
8	Asymmetric Volatility Risk: Evidence from Option Markets ⇤ Jens Jackwerth Grigory Vilkov Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-02-04 04:12:07 Mathematical finance Options Technical analysis VIX Implied volatility Volatility smile Volatility Stochastic volatility Moneyness BlackScholes model Copula S&P/ASX 200 VIX
9	HONG KONG INSTITUTE FOR MONETARY RESEARCH A REAPPRAISAL OF THE BORDER EFFECT ON RELATIVE PRICE VOLATILITY Yin-wong Cheung and Kon S. Lai HKIMR Working Paper No Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2012-09-25 07:36:12 Mathematical finance Technical analysis Monetary economics Volatility Nominal rigidity Volatility smile Fear of floating
10	Global Global Equity Research Add to Reading List Source URL: www.ineichen-rm.com Language: English - Date: 2015-10-23 11:00:00 Mathematical finance Technical analysis Volatility Options VIX Volatility smile