Scholes

Results: 564



#Item
171Finance / Investment / Implied volatility / Volatility smile / Black–Scholes / Volatility / Risk-neutral measure / Moneyness / Rational pricing / Mathematical finance / Financial economics / Options

Federal Reserve Bank of New York Staff Reports A Simple and Reliable Way to Compute Option-Based Risk-Neutral Distributions Allan M. Malz

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Source URL: www.newyorkfed.org

Language: English - Date: 2014-06-04 16:08:43
172Finance / Investment / Implied volatility / Black–Scholes / Local volatility / Stochastic volatility / Volatility / Foreign-exchange option / Hedge / Financial economics / Mathematical finance / Options

Workshop on estimating and interpreting probability density functions 14 June 1999 Background note P H Kevin Chang and William R Melick Starting in the late 1980s, financial and economic researchers became increasingly

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:16:57
173Investment / Mathematical finance / Portfolio insurance / Hedge / Quantitative analyst / Derivative / Futures contract / Black–Scholes / Option / Financial economics / Finance / Economics

財務及保險學系 Department of Finance and Insurance[removed]Course Title

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Source URL: www.ln.edu.hk

Language: English - Date: 2015-02-02 22:18:18
174Investment / Mathematical finance / Futures contract / Interest rate future / Eurodollar / Derivative / Implied volatility / Black–Scholes / Put option / Financial economics / Finance / Options

Bank of Canada Banque du Canada The Information Content of Interest Rate Futures Options*

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:16:57
175Actuarial science / Retirement / Contract law / Life annuity / Annuity / Black–Scholes / Metamodeling / Financial economics / Investment / Insurance

Microsoft Word - GAN Guojun (Mar 19_2015).docx

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Source URL: lx2.saas.hku.hk

Language: English - Date: 2015-03-14 06:47:03
176Options / Investment / Stochastic volatility / Volatility smile / Implied volatility / Volatility / Heston model / Black–Scholes / Local volatility / Mathematical finance / Financial economics / Finance

TESTING TECHNIQUES FOR ESTIMATING IMPLIED RNDS FROM THE PRICES OF EUROPEAN-STYLE OPTIONS Abstract: This paper examines two approaches to estimating implied risk-neutral probability density functions from the prices of Eu

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:16:57
177Finance / Investment / Volatility smile / Volatility / Implied volatility / Log-normal distribution / Fat-tailed distribution / Futures contract / Black–Scholes / Financial economics / Mathematical finance / Options

How Useful are Implied Distributions? Evidence from Stock-Index Options by Gordon Gemmill and Apostolos Saflekos* Abstract

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:16:57
178Environmental chemistry / Aerosol science / Deposition / Fouling / Particulates / Majuba Power Station / Sulfur / Atmospheric chemistry / Chemistry / Matter / Agricultural chemicals

Impacts of acidic deposition in Tropical Africa on ecosystem function Mary Scholes and Theresa Bird University of the Witwatersrand, Johannesburg

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Source URL: unfccc.int

Language: English - Date: 2012-03-01 12:07:34
179Abuse / Child abuse / Child sexual abuse / Teacher / Child sexuality / Violence / Sexual abuse / Human sexuality / Human behavior

Created and edited by Colleen Stieler-Hunt, Laura Scholes, Lisa Mclean, Renai Mclean with support from Alexandra Sharp www.orbit.org.au 1

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Source URL: orbit.org.au

Language: English - Date: 2013-10-21 08:19:27
180Investment / Binomial options pricing model / Option style / Option / Black–Scholes / Call option / Valuation / Intrinsic value / Derivative / Financial economics / Options / Finance

E Valuing equity-based payments Executive remuneration packages generally comprise many components. While it is relatively easy to identify how much will be paid in a base salary — a fixed dollar

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Source URL: www.pc.gov.au

Language: English - Date: 2009-12-21 18:10:36
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