Laughter in the Dark - The Problem of the Volatility Smile Emanuel Derman May 26, 2003 - Emanuel Derman - Document - PDFSEARCH.IO

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	Laughter in the Dark - The Problem of the Volatility Smile Emanuel Derman May 26, 2003 Add to Reading List Document Date: 2013-09-06 07:47:45 Open Document File Size: 202,05 KB Share Result on Facebook City Tokyo / Amsterdam / New Amsterdam / Berlin / Cape Town / / Company CBS / Cox / S&P / Goldman Sachs / / Country South Africa / Netherlands / / IndustryTerm quantitative finance people / / MarketIndex S&P 500 / Nikkei 225 / / Person Harry Mulisch / Farshid Jamshidian / Figure / / Position trader / / Technology ATM / / SocialTag Finance Investment Volatility smile Implied volatility Stochastic volatility Volatility Local volatility Black–Scholes Foreign-exchange option Financial economics

Laughter in the Dark - The Problem of the Volatility Smile Emanuel Derman May 26, 2003Add to Reading List