Volatility swap

Results: 87



#Item
81Finance / Options / Fixed income market / Fixed income analysis / Yield curve / Interest rate cap and floor / Implied volatility / Swaption / Swap rate / Financial economics / Mathematical finance / Statistics

Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives∗ M ASSOUD H EIDARI†

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Source URL: www.bnet.fordham.edu

Language: English - Date: 2009-05-21 17:41:42
82Economics / Options / Investment / Banking / Variance swap / Hedge / Derivative / Covered call / Volatility / Financial economics / Finance / Mathematical finance

UNITED STATES OF AMERICA Before the SECURITIES AND EXCHANGE COMMISSION

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Source URL: www.sec.gov

Language: English - Date: 2012-12-19 10:35:41
83Investment / VIX / Variance swap / Volatility / Implied volatility / Futures contract / Black–Scholes / Hedge / Option / Mathematical finance / Financial economics / Finance

INVESTMENT INSIGHTS JUNE 2013 | VOLUME 16, ISSUE 2

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Source URL: www.cboe.com

Language: English - Date: 2013-08-09 11:24:09
84Investment / Variance swap / Implied volatility / Volatility / Correlation trading / Forward volatility / Swap / Derivative / Volatility swap / Mathematical finance / Finance / Financial economics

Just what you need to know about Variance Swaps

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Source URL: www.sbossu.com

Language: English - Date: 2005-12-06 15:58:45
85Investment / United States housing bubble / Options / Actuarial science / Credit default swap / Volatility swap / Volatility smile / Derivative / Futures contract / Financial economics / Finance / Mathematical finance

PRINCIPLES OF FINANCIAL ENGINEERING

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Source URL: www.bizknowledge.info

Language: English - Date: 2010-08-13 22:07:46
86Options / Investment / Variance swap / Implied volatility / Volatility / VIX / Local volatility / Stochastic volatility / Black–Scholes / Financial economics / Mathematical finance / Finance

PDF Document

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Source URL: www.math.nyu.edu

Language: English - Date: 2002-04-24 14:27:13
87Economics / Merton Model / Credit default swap / Risk-neutral measure / Local volatility / Black–Scholes / Convertible bond / Futures contract / Derivative / Financial economics / Mathematical finance / Finance

PDF Document

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Source URL: algo.scu.edu

Language: English - Date: 2008-11-13 09:17:14
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