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Jump diffusion
Results: 35

#	Item
21	Tutkimusraportti Forskningsrapport Research report[removed] Add to Reading List Source URL: www.finanssivalvonta.fi Language: English - Date: 2009-05-13 07:48:40 Options Markov models Markov chain Random walk Beta Jump diffusion Autoregressive conditional heteroskedasticity Jump process Maximum likelihood Statistics Stochastic processes Mathematical finance
22	Refinement Application for Inelastic Neutron Scattering NO W Add to Reading List Source URL: www.ncnr.nist.gov Language: English - Date: 2004-07-08 13:03:07 Jump diffusion Neutron Visualization Inelastic neutron scattering Neutron scattering Physics Science
23	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Options Implied volatility Volatility Black–Scholes Stochastic volatility Capital asset pricing model Jump diffusion Mathematical finance Financial economics Finance
24	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2005-12-05 10:54:00 Financial economics Equations Mathematical finance Normal distribution Black–Scholes Jump diffusion Statistics Stochastic processes Options
25	JUMP PROCESSES IN FINANCE: MODELING, SIMULATION, INFERENCE AND PRICING by Viktor Todorov Department of Economics Add to Reading List Source URL: www.amstat.org Language: English - Date: 2008-09-04 07:25:00 Statistics Stochastic volatility Volatility Jump diffusion Variance risk premium VIX Jump process Quantitative analyst Mathematical finance Finance Financial economics
26	A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices Claudio Albanese Department of Mathematics, Imperial College London, SW7 2AZ, United Kingdom claudio.a Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Stochastic processes Markov processes Matrix theory Stochastic calculus Differential equations Stochastic differential equation Markov chain Eigenvalues and eigenvectors Black–Scholes Statistics Algebra Mathematics
27	Realized Jumps on Financial Markets and Predicting Credit Spreads Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2006-10-24 13:00:39 Finance Volatility Realized variance Jump diffusion Local volatility Autoregressive conditional heteroskedasticity Implied volatility Jump process Stochastic volatility Mathematical finance Statistics Financial economics
28	A multi-factor jump-diffusion model for Commodities John Crosby 7th October 2005 Seminar at the University Finance Seminar, Cambridge University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:16 Financial system Mathematical finance Commodities Futures contract Forward contract Spot contract Convenience yield Arbitrage Risk-neutral measure Financial economics Financial markets Finance
29	Pricing exotic energy and commodity options in a multi-factor jump-diffusion model John Crosby Global Head of Quantitative Analytics and Research, Lloyds TSB Financial Markets Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:36:26 Mathematical finance Options Futures contract Commodity Binary option Risk-neutral measure Black model Spread trade Financial economics Finance Investment
30	Pricing a class of exotic commodity options in a multi-factor jump-diffusion model JOHN CROSBY Lloyds TSB Financial Markets, Faryners House, 25 Monument Street, London EC3R 8BQ Email address: [removed] 28th Mar Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:50 Options Mathematical finance Futures contract Commodity market Forward contract Commodity Call option Benchmark Hull–White model Financial economics Finance Business

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