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Implied volatility
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101	Federal Reserve Bank of New York Staff Reports Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2015-04-08 15:55:10 Economics Actuarial science Financial markets Investment VIX Volatility Beta Implied volatility Risk premium Financial economics Mathematical finance Finance
102	M ATTHEW L ORIG Department of Applied Mathematics, University of Washington Lewis Hall, #202, BoxSeattle, WAE-mail: Add to Reading List Source URL: mattlorig.yolasite.com Language: English - Date: 2014-06-10 10:11:46 Finance Actuarial science Applied mathematics Local volatility Computational finance Courant Institute of Mathematical Sciences Implied volatility Quantitative analyst Year of birth missing Mathematical finance Mathematical sciences Financial economics
103	Fluctuations in Exchange Rates and the Carry Trade Kyuil Chung* Òscar Jordà The views expressed herein are those of the authors and do Add to Reading List Source URL: www.econ.ucdavis.edu Language: English - Date: 2009-11-04 20:16:32** Foreign exchange market Mathematical finance International economics Investment Exchange rate Implied volatility Interest rate parity Carry Foreign-exchange option Economics Finance Financial economics
104	Microsoft Word - WP No.22_2012.doc Add to Reading List Source URL: www.hkimr.org. Language: English - Date: 2012-10-05 03:17:28 Economics VIX Volatility Implied volatility Financial risk Variance swap Chicago Board Options Exchange Stock market index Black–Scholes Mathematical finance Financial economics Finance
105	Join us at the OptionMetrics Research Conference! October 20, 2014 in New York, NY Register now for a discounted rate! Early bird registration ends on September 25th! OptionMetrics cordially invites you to attend the 201 Add to Reading List Source URL: www.efmaefm.org Language: English - Date: 2014-10-11 14:00:01 Jim Gatheral Finance Science Baruch College Volatility Implied volatility Computational finance Quantitative analyst Bruno Dupire Mathematical finance Mathematical sciences Year of birth missing
106	FOURIER TRANSFORMS, OPTION PRICING AND CONTROLS MARK JOSHI AND CHAO YANG Abstract. We incorporate a simple and effective control-variate into Fourier inversion formulas for vanilla option prices. The control-variate used Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:14:54 Options Finance Stochastic processes Fourier analysis Heston model Black–Scholes Fourier transform Implied volatility Stochastic volatility Mathematical finance Mathematical analysis Financial economics
107	Scientific paper No. 4 JulyOn historical and implied risk measures for major agricultural commodity markets1 Add to Reading List Source URL: www.fp7-ulysses.eu Language: English - Date: 2014-07-25 05:44:13 Economics Implied volatility Volatility Risk Financial risk Futures contract Volatility smile VIX Mathematical finance Financial economics Finance
108	MONTE CARLO MARKET GREEKS IN THE DISPLACED DIFFUSION LIBOR MARKET MODEL MARK S. JOSHI AND OH KANG KWON Abstract. The problem of developing sensitivities of exotic interest rates derivatives to the observed implied volati Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:23:08 Investment Interest rate cap and floor Swaption LIBOR market model Interest rate derivative Implied volatility Calibrated geometry Volatility Mathematical finance Financial economics Finance
109	Microsoft Word - UlyssesWP1_final_bb Add to Reading List Source URL: www.fp7-ulysses.eu Language: English - Date: 2013-04-30 14:30:40 Investment Volatility Stochastic volatility Implied volatility Option Volatility smile Local volatility Mathematical finance Financial economics Finance
110	PERSPECTIVES 14 LEAD FEATURE Add to Reading List Source URL: cbcm.commerzbank.com Language: English - Date: 2015-02-25 04:04:48 Investment Volatility Implied volatility Foreign-exchange option Foreign exchange market Financial market Derivative Beta Commerzbank Financial economics Finance Mathematical finance

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