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Scholes
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91	JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS Vol. 48, No. 6, Dec. 2013, pp. 1813–1845 COPYRIGHT 2013, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON, SEATTLE, WA 98195 Add to Reading List Source URL: faculty.london.edu Language: English - Date: 2014-05-19 05:28:42 Investment Implied volatility Volatility Stochastic volatility Black–Scholes Financial risk Option VIX IVX Mathematical finance Financial economics Finance
92	3 VaR Calculations for Derivatives This section is a brief review of delta and gamma-based VaR calculation methods for options. As we shall see, as a last resort, one can estimate VaR accurately, given enough Add to Reading List Source URL: www.mit.edu Language: English - Date: 2003-05-07 11:45:18 Options Investment Volatility Convexity Black–Scholes Stochastic volatility Delta neutral Derivative Moneyness Mathematical finance Financial economics Finance
93	Office of Economic Analysis Memo re: Economic Perspective on Employee Option Expensing: Valuation and Implementation of FAS 123(R) Add to Reading List Source URL: edgar.sec.gov Language: English - Date: 2005-03-29 14:02:21 Mathematical finance Business Corporate finance Employee stock option Employment compensation Implied volatility Valuation Volatility Black–Scholes Financial economics Finance Options
94	UNIVERSITY OF CALIFORNIA, BERKELEY HAAS SCHOOL OF BUSINESS PROF. K. MAGIN UGBAFinancial Derivatives Fall 2012 Add to Reading List Source URL: haas.berkeley.edu Language: English - Date: 2012-04-02 14:46:09 Options Investment Futures contract Derivative Black–Scholes Forward contract VIX Binomial options pricing model Financial economics Finance Mathematical finance
95	Some things can only be experienced. One of these is the experience of a live trading floor, where orders are submitted, prices are negotiated, activity is fast paced and competitive, and everyone reacts in real time to Add to Reading List Source URL: www.ftsmodules.com Language: English - Date: 2014-10-12 11:41:27 Mathematical finance Options Stock market Financial markets Equations Futures contract Forward contract Black–Scholes Expected value Financial economics Finance Investment
96	Journal of Financial Economics Style Guidelines 1. The Basics Papers should be double-spaced in a normal type size on one side only and written in the present tense (e.g., “Black and Scholes find . . .”, not “Black Add to Reading List Source URL: jfe.rochester.edu Language: English - Date: 2015-01-12 10:28:54 Notation Comma Hyphen Bracket Semicolon Quotation mark Serial comma Apostrophe Dash Punctuation Orthography Graphic design
97	Learning, Large Deviations and Rare Events Jess Benhabiby NYU Chetan Davez NYU Add to Reading List Source URL: www.econ.nyu.edu Language: English - Date: 2012-09-23 14:11:15 Normal distribution Rational expectations Linear regression Phillips curve Black–Scholes Statistics Economics Mathematical finance
98	CREATES Research PaperBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Jeroen V.K. Rombouts and Lars Stentoft School of Economics and Management Add to Reading List Source URL: www.econ.au.dk Language: English - Date: 2011-09-21 09:12:59 Options Finance Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Implied volatility Black–Scholes Mixture model Time series Mathematical finance Financial economics Statistics
99	Calibrating to Market Data … Getting the Model into Shape - Tutorial on Reconfigurable Architectures in Finance Add to Reading List Source URL: lis.ei.tum.de Language: English - Date: 2014-09-04 05:08:50 Investment Heston model Stochastic volatility Black–Scholes Volatility Option Mathematical finance Financial economics Finance
100	Small-Time Asymptotics of Option Prices and First Absolute Moments ∗ Johannes Muhle-Karbe Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:26:18 Mathematical finance Martingale theory Itō calculus Stochastic calculus Martingale Lévy process Heston model Black–Scholes Brownian motion Statistics Stochastic processes Probability theory

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