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Local volatility
Results: 96

#	Item
31	The Bachelier Legacy: Why do asset prices move? Impact and Second Generation models J.P. Bouchaud, Capital Fund Management Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 17:58:32 Financial economics Mathematical finance Behavioral finance Financial markets Local volatility Volatility Efficient-market hypothesis Economic model Economics Finance Economic theories
32	Modeling and Pricing of Variance Swaps for Local Stochastic Volatilities with Delay and Jumps∗ Anatoliy Swishchuk Department of Mathematics and Statistics University of Calgary Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-06 12:17:15 Financial economics Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Brownian motion Variance swap Mathematical finance Statistics Finance
33	Overprized options on variance swaps in local vol models Mathias Beiglb¨ock, joint with Peter Friz and Stephan Sturm Universit¨ at Wien June 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 12:19:04 Volatility Law Martingale Statistics Stochastic processes Local volatility
34	Mining and metals_WHITE_new Add to Reading List Source URL: www.ey.com Language: English - Date: 2015-02-26 08:57:34 Mathematical finance Hedge Volatility Futures contract Options Financial risk Gold as an investment Local volatility Financial economics Finance Investment
35	Pricing of Options Exposed to Cross-Currency Rates Sebastian Jaimungal University of Toronto Dmitri H. Rubisov Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:43:06 Investment Stochastic volatility Heston model Implied volatility Volatility smile Volatility Option Black–Karasinski model Local volatility Mathematical finance Financial economics Finance
36	Microsoft Word - Project3.doc Add to Reading List Source URL: www.swissfinanceinstitute.ch Language: English - Date: 2013-07-09 05:09:40 Economics Implied volatility Volatility Equity premium puzzle Option Capital asset pricing model Local volatility Financial economics Mathematical finance Finance
37	The Declining Equity Premium: What Role Does Macroeconomic Risk Play? Martin Lettau Sydney C. Ludvigson Add to Reading List Source URL: siteresources.worldbank.org Language: English - Date: 2006-07-12 14:39:35 Economics Volatility Equity premium puzzle Robert F. Engle P/E ratio Implied volatility Local volatility Mathematical finance Financial economics Finance
38	Option Prices with Uncertain Fundamentals Theory and Evidence on the Dynamics of Implied Volatilities Alexander David Board of Governors of the Federal Reserve System Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2001-09-12 18:02:00 Options Investment Stochastic volatility Volatility Implied volatility Black–Scholes Financial risk Local volatility VIX Mathematical finance Financial economics Finance
39	Realized Jumps on Financial Markets and Predicting Credit Spreads Add to Reading List Source URL: 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
40	Generating Options-Implied Probability Densities to Understand Oil Market Events Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-10-31 08:48:39 Finance Implied volatility Volatility Foreign-exchange option Put–call parity Volatility smile Local volatility Mathematical finance Financial economics Options