Heston

Results: 141



#Item
31Investment / Heston model / Stochastic volatility / Black–Scholes / Volatility / Option / Mathematical finance / Financial economics / Finance

Calibrating to Market Data … Getting the Model into Shape - Tutorial on Reconfigurable Architectures in Finance

Add to Reading List

Source URL: lis.ei.tum.de

Language: English - Date: 2014-09-04 05:08:50
32Mathematical finance / Martingale theory / Itō calculus / Stochastic calculus / Martingale / Lévy process / Heston model / Black–Scholes / Brownian motion / Statistics / Stochastic processes / Probability theory

Small-Time Asymptotics of Option Prices and First Absolute Moments ∗ Johannes Muhle-Karbe

Add to Reading List

Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:26:18
33Economics / Volatility / VIX / Variance swap / Stochastic volatility / Valuation of options / Autoregressive conditional heteroskedasticity / Implied volatility / Heston model / Mathematical finance / Finance / Financial economics

Chicago Booth Paper NoResolution of Policy Uncertainty and Sudden Declines in Volatility Dante Amengual Centro de Estudios Monetarios y Financieros

Add to Reading List

Source URL: faculty.chicagobooth.edu

Language: English - Date: 2014-09-13 10:12:51
34Geography of Michigan / Technology / Computerized maintenance management system / Management / Asset management / Maintenance /  repair /  and operations / Caliper / Downtime / Midland /  Michigan / Maintenance / Information technology management / Business software

Proactive maintenance, predictable performance Chicago point-of-purchase fabricator dives into progressive asset management By Tim Heston, Senior Editor A

Add to Reading List

Source URL: www.bigfootcmms.com

Language: English - Date: 2015-01-28 13:19:44
35Science / Ferran Adrià / Culinology / Peter Barham / Spherification / Homaro Cantu / Heston Blumenthal / Hervé This / Gastronomy / Molecular gastronomy / Food industry / Food and drink

PDF Document

Add to Reading List

Source URL: kitchen-theory.com

Language: English - Date: 2014-11-10 09:02:36
36Finance / Stochastic processes / Options / Stochastic volatility / Black–Scholes / Stochastic differential equation / Heston model / Quantitative analyst / Volatility / Mathematical finance / Financial economics / Statistics

PDF Document

Add to Reading List

Source URL: www.icms.polyu.edu.hk

Language: English - Date: 2012-12-14 04:30:33
37Survival skills / Food science / Neologisms / Peter Barham / Cooking / Ice cream / Potato / Boiling / Heston Blumenthal / Food and drink / Phase transitions / Molecular gastronomy

Food aroma affects bite size

Add to Reading List

Source URL: www.flavourjournal.com

Language: English
38Bible / Charlton Heston / Apostrophe / Orthography / United States / English Bible translations / Christianity / Authorized King James Version

TeachingEnglish | Activities Student worksheet David Crystal’s lecture on the King James Bible What is included in the clip from the lecture? a How the 400th anniversary of the King James Bible is being celebrated

Add to Reading List

Source URL: www.teachingenglish.org.uk

Language: English - Date: 2014-09-26 09:59:43
39Poisson processes / Probability theory / Data analysis / Normal distribution / Poisson distribution / Exponential distribution / Variance / Gamma distribution / Characteristic function / Statistics / Mathematical analysis / Probability and statistics

FAST AND ACCURATE LONG STEPPING SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present three new discretization schemes for the Heston stochastic volatility

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:12:15
40Food industry / Spherification / Heston Blumenthal / Ferran Adrià / Foam / Alginic acid / Sous-vide / Thickening agent / Stock / Food and drink / Molecular gastronomy / Cooking

Explore {tech} MOLECULAR MADNESS Technology has permeated our offices, our downtime, even our bookshelves — now it’s having a turn in the kitchen, as science takes gourmet to new levels.

Add to Reading List

Source URL: www.carlagrossetti.com

Language: English - Date: 2015-04-20 15:50:01
UPDATE