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Finance / Investment / Black–Scholes / Volatility smile / Implied volatility / Stochastic volatility / Trinomial tree / Volatility / Forward contract / Financial economics / Mathematical finance / Options


Document Date: 2007-07-09 13:41:36

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City

London / New York / Paris / /

Company

T. We / /

Currency

EUR / USD / GBP / /

/

Facility

University of Toronto / /

IndustryTerm

stochastic machinery / /

MarketIndex

Nikkei 225 / /

Organization

University of Toronto / US Federal Reserve / /

Person

Nicole El Karoui / Bruno Dupire / Ashish Dev / Vega / Vandana Rao / /

/

Position

chief financial officers / Black-Scholes model / Forward / head of options / /

ProvinceOrState

New York / /

PublishedMedium

Journal of Financial and Quantitative Analysis / Journal of Political Economy / The Review of Financial Studies / /

SocialTag