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Implied volatility
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61	Rough Volatility Jim Gatheral Baruch College (Dated: February 19, 2015) Starting from the observation that increments of the log-realized-volatility possess a remarkably simple scaling property, we show that log-volatili Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2015-02-09 00:05:09 Statistics Volatility Stochastic volatility Hurst exponent Variance swap Volatility smile Implied volatility Mathematical finance Finance Financial economics
62	GlobalView In-Line Command Formula Requirements Add to Reading List Source URL: www.marketview.com Language: English - Date: 2013-04-08 19:19:12 Implied volatility Business Statistics Knowledge Web analytics Internet marketing Mathematical finance Business intelligence Analytics
63	REPORT ON THE SECONDARY MARKET FOR RGGI CO2 ALLOWANCES: FIRST QUARTER 2015 Prepared for: RGGI, Inc., on behalf of the RGGI Participating States Prepared By: Add to Reading List Source URL: www.rggi.org Language: English - Date: 2015-05-27 09:30:54 Mathematical finance Futures contract Implied volatility Derivative Option Futures exchange Open interest Climate change policy Financial economics Finance Investment
64	/tmp/tp301cea39_ac56_4747_9eec_5d764f18567c.ps Add to Reading List Source URL: www.alphasimplex.com Language: English - Date: 2015-05-29 10:44:31 Investment VIX Implied volatility Volatility Volatility smile Financial risk IVX Mathematical finance Financial economics Finance
65	Microsoft Word - VolSmiles_WP.docx Add to Reading List Source URL: dairymarkets.org Language: English - Date: 2012-10-02 15:12:42 Options Statistics Volatility smile Implied volatility Volatility Futures contract Log-normal distribution Black–Scholes Kurtosis Mathematical finance Financial economics Finance
66	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 Economics Volatility VIX Variance swap Stochastic volatility Valuation of options Autoregressive conditional heteroskedasticity Implied volatility Heston model Mathematical finance Finance Financial economics
67	Microsoft Word - LowVol_28Feb_2011.doc Add to Reading List Source URL: www.mgale.com Language: English - Date: 2014-02-10 12:05:43 Economics Beta Volatility Modern portfolio theory Implied volatility Investment strategy Tracking error Financial risk VIX Financial economics Mathematical finance Finance
68	Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility Jozef Barunik? and Filip Zikes‡ ? Institute ‡ The Add to Reading List Source URL: dyme.vse.cz Language: English - Date: 2014-06-25 04:13:43 Econometrics Economics Technical analysis Volatility Regression analysis Actuarial science Implied volatility Quantile regression Quantile Statistics Mathematical finance Mathematical sciences
69	Journal of Monetary Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Monetary Economics journal homepage: www.elsevier.com/locate/jme Add to Reading List Source URL: www.antoniomele.org Language: English - Date: 2013-04-23 11:29:25 Investment VIX Volatility Implied volatility Stochastic volatility Valuation of options Option Volatility arbitrage Mathematical finance Financial economics Finance
70	PDF Document Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 18:26:05 Options Equations Black–Scholes Stock market Normal distribution Volatility Implied volatility Brownian motion Autoregressive conditional heteroskedasticity Statistics Mathematical finance Stochastic processes