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Local volatility
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#	Item
71	The Long and Large Decline in State Employment Growth Volatility Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2011-04-08 11:47:29 Economics Local volatility Mathematical finance Volatility Great Moderation
72	SPECTRAL METHODS FOR VOLATILITY DERIVATIVES ´ CLAUDIO ALBANESE, HARRY LO, AND ALEKSANDAR MIJATOVIC Abstract. In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:26 Investment Implied volatility Volatility swap Variance swap Volatility VIX Stochastic volatility Local volatility Conditional variance swap Mathematical finance Financial economics Finance
73	Efficient Numerical PDE Methods to Solve Calibration and Pricing Problems in Local Stochastic Volatility Models Artur Sepp Bank of America Merrill Lynch, London [removed] Global Derivatives Trading & Risk Manag Add to Reading List Source URL: math.ut.ee Language: English - Date: 2014-06-13 01:20:50 Investment Local volatility Stochastic volatility Volatility VIX Implied volatility Option Volatility smile Mathematical finance Financial economics Finance
74	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
75	Chapter 1 Theory and Practice of Option Modelling 1.1 Add to Reading List Source URL: media.wiley.com Language: English - Date: 2007-10-05 18:43:26 Options Investment Implied volatility Local volatility Volatility Swaption Valuation of options Hedge Model risk Financial economics Mathematical finance Finance
76	Practicalities of Pricing Exotic Derivatives John Crosby Grizzly Bear Capital My website is: http://www.john-crosby.co.uk If you spot any typos or errors, please email me. Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2013-10-16 05:03:04 Finance Investment Binary option Black–Scholes Volatility Option Call option Foreign-exchange option Local volatility Financial economics Options Mathematical finance
77	A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options PETER CARR and JOHN CROSBY Peter Carr (email: [removed]) is Director of the Master’s in Mathematical Finance p Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-11-22 13:21:26 Finance Investment Local volatility Foreign-exchange option Black–Scholes Μ operator Volatility smile Stochastic volatility Poisson process Financial economics Options Mathematical finance
78	Peter J¨ackel∗ Hyperbolic local volatility First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:12:02 Finance Implied volatility Financial system Mathematical finance Volatility Financial economics
79	Quanto Skew Peter J¨ackel∗ First version: 25th July 2009 This version: 19th April[removed]Abstract Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:34 Finance Investment Implied volatility Volatility smile Quanto Volatility Stochastic volatility Local volatility Foreign-exchange option Financial economics Mathematical finance Options
80	Quanto Skew with stochastic volatility Peter J¨ackel∗ First version: This version: 29th March 2010 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:38 Finance Investment Volatility smile Implied volatility Quanto Volatility Stochastic volatility Local volatility Black–Scholes Financial economics Mathematical finance Options