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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		Add to Reading List Source URL: www3.imperial.ac.uk Download Document from Source Website File Size: 819,49 KB Share Document on Facebook

	GFS: Unconstrained return generation + consistent low volatility = Absolute returns from a multi strategy concept In 2016 investors continue to be concerned over record low bond yields, rising rates, emerging market weak DocID: 1xVer - View Document
	Convertible bond allocations in a low-yielding investment world Historically convertible bonds have provided equity-like returns but with around half the volatility. They also provide a good diversifier to bond investmen DocID: 1xV07 - View Document
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