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Volatility swap
Results: 87

#	Item
31	S&P 500 VARIANCE FUTURES CFE TICKER SYMBOL BLOOMBERG SYMBOL VA Add to Reading List Source URL: cfe.cboe.com Language: English - Date: 2014-02-13 13:18:44 Investment Variance swap Implied volatility Futures contract Chicago Board Options Exchange Variance Volatility Futures exchange Option Financial economics Finance Mathematical finance
32	Risk-based Governance Services MARKET RISK REPORT Made in Europe February 2015 Add to Reading List Source URL: admin.arkus-fs.com Language: English - Date: 2015-02-11 07:20:44 Investment Implied volatility Volatility VIX Option Volatility smile Volatility swap Mathematical finance Financial economics Finance
33	Proceedings of the World Congress on Engineering 2011 Vol I WCE 2011, July 6 - 8, 2011, London, U.K. Pricing of Volatility Derivatives using 3/2Stochastic Models Joanna Goard Add to Reading List Source URL: www.iaeng.org Language: English - Date: 2011-05-08 20:24:43 Financial economics Variance swap VIX Stochastic volatility Volatility Heston model Implied volatility Geometric Brownian motion Autoregressive conditional heteroskedasticity Mathematical finance Statistics Finance
34	Preliminaries Arbitrage Bounds for Variance Swap Prices Arbitrage Bounds for Vanilla Options in a Variance Swap Market Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-22 15:28:40 Investment Variance swap Volatility Arbitrage Swap Futures contract Implied volatility Mathematical finance Financial economics Finance
35	Microsoft Word - Byelkina Levin - Extended Multi-factor Affine Heston Model - BFS 2010.doc Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-22 13:20:46 Economics Stochastic volatility Heston model Hull–White model Volatility Implied volatility Heston Variance swap VIX Mathematical finance Financial economics Finance
36	Econ 136 Course plan 2014.xlsx Add to Reading List Source URL: www2.hmc.edu Language: English - Date: 2014-01-20 00:23:30 Investment VIX Futures contract Arbitrage Derivative Volatility Option Greeks Interest rate swap Financial economics Mathematical finance Finance
37	GPU pricing of cross-currency interest rate derivatives under a FX volatility skew model Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 09:15:58 Investment Options Power reverse dual currency note Interest rate derivative Swaption Partial differential equation Derivative Foreign-exchange option Swap Financial economics Finance Financial system
38	Pricing Options on Realized Variance in L´evy Models Martin Keller-Ressel ETH Z¨ urich based on joint work with Johannes Muhle-Karbe Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 15:11:10 Mathematical sciences Data analysis Banking Variance swap Realized variance Variance Normal distribution Quadratic variation Volatility Statistics Mathematical finance Stochastic processes
39	Modeling and Pricing of Variance Swaps for Local Stochastic Volatilities with Delay and Jumps∗ Anatoliy Swishchuk Department of Mathematics and Statistics University of Calgary Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-06 12:17:15 Financial economics Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Brownian motion Variance swap Mathematical finance Statistics Finance
40	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

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