Similar Search Results

Connections between discrete-time and continuous-time financial models

Sun, Tong-sheng - 1987

Persistent link: https://www.econbiz.de/10000167721

Volatility risk for options on a zero-coupon bond

Lhabitant, François-Serge; Castellani, Davide; Reghai, A. - 1998

Persistent link: https://www.econbiz.de/10000168120

Financial risk and derivatives : a special issue of the Geneva papers on risk and insurance theory

Loubergé, Henri (contributor); … - 1996 - 2. print

Persistent link: https://www.econbiz.de/10000960176

Financial markets in continuous time

Dana, Rose-Anne; Jeanblanc, Monique - 2007 - Corr. 2. print.

Persistent link: https://www.econbiz.de/10003453129

Principal component and second generation wavelet analysis of Treasury yield curve evolution

Cooper, Mark L. - 2004

Persistent link: https://www.econbiz.de/10003386850

Volatility as an asset class : obvious benefits and hidden risks

Jabłecki, Juliusz; Kokoszczyński, Ryszard; Sakowski, … - 2015 - 1. ed.

Introduction -- Volatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment strategies -- Predictive properties of the volatility term...