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 - Concern Worldwide - Document - PDFSEARCH.IO

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	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 Document Date: 2004-02-03 14:49:06 Open Document File Size: 360,33 KB Share Result on Facebook Company Options Exchange / Goldman Sachs / / Country Australia / Germany / Switzerland / United Kingdom / France / Japan / Sweden / Spain / United States / Netherlands / Italy / / / / IndustryTerm market maker / investment bank / / MarketIndex S&P 500 / / Organization Baruch College / U† Zicklin School of Business / / / Position broker dealer / dealer / broker / / URL http / SocialTag Mathematical finance Investment Volatility smile Implied volatility Volatility Moneyness Black–Scholes Foreign-exchange option Variance swap Financial economics

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, 2002Add to Reading List