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Stochastic investment model
Results: 56

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21	The model Analysis of Fourier Transform Valuation Formulas and Applications Valuation Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 10:26:13 Economics Investment Stochastic processes Options Lookback option Risk-neutral measure Valuation Semimartingale Black–Scholes Financial economics Finance Mathematical finance
22	A Consistent Pricing Model for Index Options and Volatility Derivatives 6th World Congress of the Bachelier Society Thomas Kokholm Finance Research Group Department of Business Studies Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 15:20:34 Investment VIX Variance swap Implied volatility Volatility Stochastic volatility Derivative Volatility swap Conditional variance swap Mathematical finance Finance Financial economics
23	Notional Defined Contribution Pension Systems in a Stochastic Context: Design and Stability Alan J. Auerbach University of California, Berkeley and NBER and Ronald Lee Add to Reading List Source URL: www.nber.org Language: English - Date: 2006-12-21 09:21:00 Pension Financial services Investment Population Employment compensation Defined benefit pension plan PAYGO Social Security Economic model Economics Statistics Financial economics
24	Pricing and Hedging Exotic Options in Stochastic Volatility Models Zhanyu Chen Supervised by Prof. Thorsten Rheinl¨ander, Dr. Angelos Dassios The London School of Economics and Political Science Add to Reading List Source URL: etheses.lse.ac.uk Language: English - Date: 2014-03-18 08:31:34 Finance Investment Black–Scholes Stochastic volatility Heston model Volatility Barrier option Exotic option Timer Call Mathematical finance Financial economics Options
25	Pricing of Options Exposed to Cross-Currency Rates Sebastian Jaimungal University of Toronto Dmitri H. Rubisov Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:43:06 Investment Stochastic volatility Heston model Implied volatility Volatility smile Volatility Option Black–Karasinski model Local volatility Mathematical finance Financial economics Finance
26	Barra North America Stochastic Factor Model (NAMS1) The Barra North America Stochastic Factor Model (NAMS1) is part of the new family of statistical models from MSCI. These risk models employ a fresh approach to statisti Add to Reading List Source URL: www.msci.com Language: English - Date: 2013-12-20 03:40:20 Economics Financial risk Investment Actuarial science RiskMetrics MSCI Hedge fund Diversification Economic model Financial economics Mathematical finance Finance
27	Barra Europe Stochastic Factor Model (EURS1) The Barra Europe Stochastic Factor Model (EURS1) is the first in a family of statistical factor models from MSCI. It incorporates an advanced and innovative estimation process Add to Reading List Source URL: www.msci.com Language: English - Date: 2013-12-20 11:50:14 Mathematical finance Financial risk Actuarial science Investment RiskMetrics MSCI Hedge fund Volatility Stochastic modelling Financial economics Finance Economics
28	A Consistent Pricing Model for Index Options and Volatility Derivatives Workshop on Financial Derivatives and Risk Management Thomas Kokholm Finance Research Group Department of Business Studies Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-01 10:47:59 Investment VIX Variance swap Implied volatility Volatility Stochastic volatility Derivative Option Conditional variance swap Mathematical finance Financial economics Finance
29	Microsoft Word - paper02.doc Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2007-10-29 09:52:23 Investment Stochastic volatility Implied volatility Interest rate cap and floor Volatility Yield curve Financial risk Capital asset pricing model Insurance Financial economics Mathematical finance Finance
30	Finance and Economics Discussion Series Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2005-12-19 11:37:25 Investment Merton Model Volatility Stochastic volatility Credit default swap Credit derivative Yield spread Financial risk Volatility smile Mathematical finance Financial economics Finance

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