Quanto Skew Peter J¨ackel∗ First version: 25th July 2009 This version: 19th April[removed]Abstract

First Page		Document Content
Date: 2010-04-19 08:57:05 Finance Investment Implied volatility Volatility smile Quanto Volatility Stochastic volatility Local volatility Foreign-exchange option Financial economics Mathematical finance Options		Quanto Skew Peter J¨ackel∗ First version: 25th July 2009 This version: 19th April[removed]Abstract Add to Reading List Source URL: www.awdz65.dsl.pipex.com Download Document from Source Website File Size: 603,36 KB Share Document on Facebook

	7th General Advanced Mathematical Methods in Finance and Swissquote Conference 2015 September 7-10, 2015 SwissTech Convention Center, EPFL, Switzerland DocID: 1xVN4 - View Document
	Curriculum Vitæ of Paolo Pellizzari 1. General information Current position. Associate professor of “Mathematical methods for economics, finance and actuarial sciences”, Università Ca’ Foscari Venezia, since 2004 DocID: 1uICs - View Document
	The remarks below refer to: Fischer, T., 2012. No-arbitrage pricing under systemic risk: accounting for cross- ownership. Mathematical Finance. doi: j00526.x DocID: 1svKC - View Document
	Stochastic Calculus and Applications to Mathematical Finance by GREG WHITE Mihai Stoiciu, Advisor DocID: 1sq6N - View Document
	The ETH Institute for Theoretical Studies (ETH-ITS) presents: Workshop „Mathematical Finance beyond classical models“ September 16 – 18, 2015 Semper Aula HG G 60 DocID: 1sk4d - View Document