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Stochastic investment model
Results: 56

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41	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Investment Local volatility Heston model Volatility Option Stochastic volatility Risk-neutral measure Futures contract Jump process Mathematical finance Financial economics Finance
42	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Investment Implied volatility Volatility Black–Scholes Stochastic volatility Beta Option Greeks Capital asset pricing model Mathematical finance Financial economics Finance
43	PDF Document Add to Reading List Source URL: www.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
44	PDF Document Add to Reading List Source URL: www.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
45	Valuing American options in the presence of user-defined smiles and time-dependent volatility: scenario analysis, model stress and lower-bound pricing applications. Peter J¨ackel∗ Riccardo Rebonato† Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2001-11-15 18:55:32 Finance Investment Volatility smile Volatility Implied volatility Local volatility Stochastic volatility Black–Scholes Moneyness Financial economics Mathematical finance Options
46	CDI ADVISORS LLC Sent via e-mail to [removed] July 8, 2013 AGENCY: Employee Benefits Security Administration, Add to Reading List Source URL: www.dol.gov Language: English - Date: 2013-07-12 05:57:37 Economics Financial economics Investment Financial services Personal finance Retirement Economic model Stochastic modelling Simulation Actuarial science Statistical randomness Statistics
47	SVERIGES RIKSBANK OCCASIONAL PAPER SERIES 12 Ramses II - Model Add to Reading List Source URL: www.riksbank.se Language: English - Date: 2013-03-06 03:39:39 Economies Dynamic stochastic general equilibrium General equilibrium theory Multiplier Production function State space Open economy Investment goods Labour economics Economics Macroeconomics Microeconomics
48	A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOS CLAUDIO ALBANESE AND ALICIA VIDLER Abstract. We present a new structural model for single name equity and credit derivatives which we also correlate acros Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Investment Volatility smile Volatility Local volatility Implied volatility Stochastic volatility Collateralized debt obligation Derivative Path integral formulation Mathematical finance Financial economics Finance
49	WO R K I N G PA P E R S E R I E S NO[removed]AUGUST 2007 IS THE CORPORATE BOND MARKET FORWARD LOOKING? Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2007-08-17 10:19:27 Finance Investment Implied volatility Stochastic volatility Volatility Merton Model Black–Scholes Bond Volatility smile Financial economics Mathematical finance Options
50	A STOCHASTIC VOLATILITY MODEL FOR BERMUDA SWAPTIONS AND CALLABLE CMS SWAPS CLAUDIO ALBANESE AND MANLIO TROVATO Abstract. It is widely recognized that fixed income exotics should be priced by means of a stochastic volatil Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Investment Volatility smile Implied volatility Swaption Volatility Hull–White model Local volatility Interest rate derivative Stochastic volatility Mathematical finance Financial economics Finance

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