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~subject:"Volatility"
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Frontiers in quantitative finance : volatility and credit risk modeling
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Macroeconomic volatility, institutions and financial architectures : the developing world experience
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Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
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Current topics in quantitative finance : with 23 tables
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Emerging market capital flows : proceedings of a conference held at the Stern School of Business, New York Univ. on May 23-24, 1996
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Global financial crisis and it's ramifications on capital markets : opportunities and threats on volatile economic conditions
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Handbook of financial time series
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6th International Finance Conference on Financial Crisis and Governance
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
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Decision making : recent developments and worldwide applications
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Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
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Emerging markets and sovereign risk
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
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ECONIS (ZBW)
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1
Predicting implied volatility with historical volatility
Wang, Xinjie
;
Wu, Ge
;
Zhao, Suyang
-
2024
Persistent link: https://www.econbiz.de/10015047494
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2
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
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3
On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
Saved in:
4
Dynamic properties of smile models
Bergomi, Lorenzo
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 47-88)
.
2009
Persistent link: https://www.econbiz.de/10003787596
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5
A geometric approach to the asymptotics of implied volatility
Henry-Labord`ere, Pierre
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 89-127)
.
2009
Persistent link: https://www.econbiz.de/10003787597
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6
Pricing, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
7
Pricing CDOs with a smile : the local correlation model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
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8
Impact of exchange rate volatility on labour markets : a case of Transatlantic monetary policy coordination?
Belke, Ansgar
;
Kösters, Wim
;
Leschke, Martin
;
Polleit, …
- In:
Entscheidungsorientierte Volkswirtschaftslehre : …
,
(pp. 189-214)
.
2005
Persistent link: https://www.econbiz.de/10003345134
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9
Probabilistic properties of stochastic volatility models
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 255-267)
.
2009
Persistent link: https://www.econbiz.de/10003833954
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10
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
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