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Statistics / Stochastic volatility / Volatility / Jump diffusion / Variance risk premium / VIX / Jump process / Quantitative analyst / Mathematical finance / Finance / Financial economics


JUMP PROCESSES IN FINANCE: MODELING, SIMULATION, INFERENCE AND PRICING by Viktor Todorov Department of Economics
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Document Date: 2008-09-04 07:25:00

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File Size: 1,77 MB

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Facility

Duke University / /

IndustryTerm

finance / /

MarketIndex

VIX / /

Organization

Duke University / Department of Economics / Viktor Todorov Department of Economics Duke University Date / Graduate School / /

Person

Ron Gallant Han Hong / George Tauchen / Ron Gallant Han Hong An / Viktor Todorov / /

Position

General / Professor / Supervisor / /

Technology

SIMULATION / /

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