Implied Adjusted Voladility Functions

Implied Adjusted Voladility Functions
Author: Hanani Farhah binti Harun
Publisher:
Total Pages:
Release: 2016
Genre:
ISBN:


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Implied Adjusted Voladility Functions
Language: en
Pages:
Authors: Hanani Farhah binti Harun
Categories:
Type: BOOK - Published: 2016 - Publisher:

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Implied Volatility Functions
Language: en
Pages: 34
Authors: Bernard Dumas
Categories: Options (Finance)
Type: BOOK - Published: 1996 - Publisher:

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Abstract: Black and Scholes (1973) implied volatilities tend to be systematically related to the option's exercise price and time to expiration. Derman and Kani
Principles of Financial Engineering
Language: en
Pages: 893
Authors: Robert Kosowski
Categories: Business & Economics
Type: BOOK - Published: 2014-11-26 - Publisher: Academic Press

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Principles of Financial Engineering, Third Edition, is a highly acclaimed text on the fast-paced and complex subject of financial engineering. This updated edit
Implied Volatility Functions
Language: en
Pages: 14
Authors: Joshua Rosenberg
Categories: Options (Finance)
Type: BOOK - Published: 1999 - Publisher:

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The Volatility Surface
Language: en
Pages: 204
Authors: Jim Gatheral
Categories: Business & Economics
Type: BOOK - Published: 2011-03-10 - Publisher: John Wiley & Sons

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Praise for The Volatility Surface "I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface. The literature on stochastic volatility is