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Investment / Local volatility / Heston model / Volatility / Option / Stochastic volatility / Risk-neutral measure / Futures contract / Jump process / Mathematical finance / Financial economics / Finance


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City

Tokyo / Madrid / Beijing / Frankfurt / /

Company

Fleming / Cox / Standard & Poor's Financial Services LLC / /

Currency

pence / /

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Event

Credit Rating / /

Facility

University of Warwick / Lancaster University / University of Manchester / Juan Carlos III University of Madrid / University of Zurich / /

MarketIndex

S&P 500 / FTSE 100 / /

Organization

Lancaster University / University of Zurich / University of Madrid / European Financial Management Association / Bachelier Finance Society / Peng Yu Department of Accounting and Finance / Centre for Analytical Finance / University of Manchester / London School of Economics / University of Warwick / Bank of England / /

Person

Martin Martens / Blair / Mark Salmon / Kenneth Wallis / Kang / Marc Paolella / Poon / Tim Bollerslev / Kim / Stephen J. Taylor / Bakshi / Esther Ruiz / Christoph Schleicher / Allan Timmermann / Andrew Patton / Mark B. Shackleton / /

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Position

King / Cao / rT / /

Technology

diagnostic tests / /

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