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Finance / Investment / Implied volatility / Black–Scholes / Volatility / Local volatility / Valuation of options / Futures contract / Risk-neutral measure / Financial economics / Mathematical finance / Options


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Company

Chicago Board Options Exchange / /

Country

United States / /

Currency

pence / USD / cent / /

Facility

University of California at Berkeley / /

IndustryTerm

nonlinear programming algorithms / finance / /

MarketIndex

S&P 500 / S&P 100 / /

Organization

UCLA / University of California / American Finance Association / /

Person

William Keirstead / John Cox / Rolf Banz / Alan White / Mark Rubinstein / Robert Litzenberger / David Shimko / Douglas Breeden / Jack Hirshleifer / Hua He / Francis Longstaff / Merton Miller / Hayne Leland / See Douglas Breeden / Myron Scholes / Stephen Ross / Ray Hawkins / John Hull / /

/

Position

variance diffusion model / professor of finance / model / farmer / obvious non-competitive trader / /

Product

M-9 / /

ProvinceOrState

California / /

PublishedMedium

Journal of Finance / Journal of Political Economy / Quarterly Journal of Economics / Journal of Financial Economics / /

Technology

nonlinear programming algorithms / /

SocialTag