Back to Results
First PageMeta Content
Finance / Investment / Implied volatility / Black–Scholes / Local volatility / Stochastic volatility / Volatility / Foreign-exchange option / Hedge / Financial economics / Mathematical finance / Options


Workshop on estimating and interpreting probability density functions 14 June 1999 Background note P H Kevin Chang and William R Melick Starting in the late 1980s, financial and economic researchers became increasingly
Add to Reading List

Document Date: 2005-12-12 06:16:57


Open Document

File Size: 48,42 KB

Share Result on Facebook

City

Reading / /

Company

LIFFE / Cox / Bank of Montreal / Economic Research Group / /

Currency

USD / /

IndustryTerm

by-product / marginal utilities / crude oil market / finance / oil / oil prices / /

MarketIndex

S&P 500 / FTSE 100 / /

Organization

Banque de France / Rutgers University Department / Board of Governors of the Federal Reserve System / French Snap / European monetary union / Deutsche Bundesbank / Bank of England / Bank of Canada / /

Person

Leahy / Frank Milne / Charles P. Thomas / Robert L. Reider / L.E.O. Svensson / Charles Thomas / David Watt / Stephan A. Ross / Buchen / Alexander / Mark Rubinstein / Michael Rockinger / Eric Jondeau / Sophie Jondeau / H. Kevin Chang / Yacine Lo / William R Melick Starting / Philip Garcia / Melick / Andrew Lo / Viswanath Tirupattur / Martin Jermakyan / Michael Kelley / P.H. Kevin Chang / Paul Svensson / Kevin Chang / /

ProvinceOrState

Quebec / /

PublishedMedium

Journal of Financial and Quantitative Analysis / Journal of Finance / Review of Financial Studies / Journal of Monetary Economics / Journal of Financial Economics / /

Technology

PDF / CAD / /

SocialTag