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Scholes
Results: 564

#	Item
391	PDF Document Add to Reading List Source URL: www.astcdubai.com Language: English - Date: 2014-06-16 12:46:42 Investment Butterfly Volatility smile Black–Scholes Hedge Greeks Put option Implied volatility Bull spread Options Financial economics Finance
392	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2014-04-14 07:16:10 Options Investment Stochastic volatility Implied volatility Local volatility Volatility Correlation trading Variance swap Black–Scholes Mathematical finance Financial economics Finance
393	An Alternative Derivation of the Black-Scholes Formula Max Zucker1 and Hermann Singer2 Lehrstuhl f¨ ur angewandte Statistik und Methoden der empirischen Sozialforschung, FernUniversit¨at Hagen, D[removed]Hagen, Germany. Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-11-29 06:50:36 Equations Mathematical finance Differential equations Stochastic calculus Black–Scholes Normal distribution Stochastic differential equation Statistics Stochastic processes Mathematical analysis
394	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2014-04-14 07:16:10 Options Investment Implied volatility Stochastic volatility VIX Volatility Local volatility Variance swap Black–Scholes Financial economics Mathematical finance Finance
395	ALBANESE.QXD[removed]:23 Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Finance Investment Implied volatility Black–Scholes Volatility Trinomial tree Stochastic volatility Variance gamma process Valuation of options Options Mathematical finance Financial economics
396	Small Transaction Cost Asymptotics and Dynamic Hedging∗ Claudio Albanese† Stathis Tompaidis ‡ Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:26 Economics Black–Scholes Option Hedge Implied volatility Derivative Complete market Quantitative analyst Volatility Financial economics Finance Mathematical finance
397	A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices Claudio Albanese Department of Mathematics, Imperial College London, SW7 2AZ, United Kingdom claudio.a Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Stochastic processes Markov processes Matrix theory Stochastic calculus Differential equations Stochastic differential equation Markov chain Eigenvalues and eigenvectors Black–Scholes Statistics Algebra Mathematics
398	DISCRETE CREDIT BARRIER MODELS CLAUDIO ALBANESE AND OLIVER X. CHEN Abstract. The model introduced in this article is designed to provide a consistent representation for both the real-world and pricing measures for the cr Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Mathematical finance Markov models Markov chain Poisson process Risk-neutral measure Stochastic matrix Black–Scholes Probability distribution Financial Correlations Statistics Stochastic processes Markov processes
399	Global Calibration Claudio Albanese 1 September 13, 2009 Abstract Current technology advances in computer engineering broaden substantially the realm of possibilities in the art of risk management of derivative portfolio Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:20 Options Quantitative analyst Stochastic volatility Derivative Black–Scholes Short-rate model Model risk Foreign-exchange option Economic model Financial economics Mathematical finance Finance
400	BLACK-SCHOLES GOES HYPERGEOMETRIC CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, PETER CARR, AND ALEXANDER LIPTON A BSTRACT. We introduce a general pricing formula that extends Black-Scholes’ and contains as particular cases m Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:16 Ordinary differential equations Stochastic processes Mathematical finance Equations Spectral theory Normal distribution Black–Scholes Stochastic differential equation Linear map Mathematical analysis Mathematics Calculus

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