Results 1 - 10 for Volatility (physics)

On H-volatility in financial mathematics
On H-volatility in financial mathematics. S V Pastukhov 2003 Russ. Math. Surv. 58 187-188 doi ... Copyright © Institute of Physics and IOP Publishing Limited 2009. Use of this ...
http://stacks.iop.org/0036-0279/58/i=1/a=L11?key=crossref.d6e72d2cc40326dc29b7dc591ccc8a90
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The Value of Volatility
134 The Value of Volatility Robert Engle won a Nobel prize for his ARCH model, which is now an ... Stern School of Business Background: Received a bachelor of science degree in physics from ...
http://www.bloomberg.com/news/marketsmag/qcorner/qcorner_jan07.pdf
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Volatility and dividend risk in perpetual American options
Volatility and dividend risk in perpetual American options. Miquel Montero J. Stat. Mech. ... derivatives, a topic connected with a wide class of recurrent problems in physics ...
http://stacks.iop.org/1742-5468/2007/i=04/a=P04002?key=crossref.cccd22e18a125c7067ee02790f76b3a2
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Modeling the Volatility Smile
Page 6 of 30 Stanford.Smile.fm October 21, 2006 Volatility of Implied Volatility Decreases ... Page 11 of 30 Stanford.Smile.fm October 21, 2006 The Principles of Modeling • Physics is ...
http://finmath.stanford.edu/seminars/documents/Stanford.Smile.Derman.pdf
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Building on success in Canadian subatomic physics
Funding volatility forced our community to make scientific compromises that limited our ... The 2006 Subatomic Physics Long-range Plan "Perspectives on Subatomic Physics in Canada ...
http://www.subatomicphysics.ca/documents/subatomic_submission_apr08.pdf
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Chemically-resolved aerosol volatility field measurements
Atmospheric Chemistry and Physics Discussions This discussion paper is/has been under review ... ACPD 9,2645-2697,2009 Chemically-resolved aerosol volatility field measurements J. A. Human et ...
http://www.atmos-chem-phys-discuss.net/9/2645/2009/acpd-9-2645-2009.pdf
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Working Group on Physics of Socio-economic Systems Arbeitskreis ...
However, with the inclusion of stochastic volatility, the risk profiles change drastically. ... Working Group on Physics of Socio-economic Systems (AGSOE) Monday Monte-Carlo simulations ...
http://www.dpg-verhandlungen.de/2009/dresden/agsoe.pdf
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A driving force behind physics and finance
... and deriva-tivesandassets with stochastic volatility, called the Affine model.' Liptonquickly identified problems in finance that could benefit from parallel thinking in physics.
http://www.math.uic.edu/~hanson/lipton-profile.pdf
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Chemically-resolved aerosol volatility measurements from two megacity ...
Atmospheric Chemistry and Physics Chemically-resolved aerosol volatility measurements from two megacity field studies J. A. Huffman 1,2,*, K. S. Docherty 1, A. C. Aiken 1,2, M. J. Cubison 1 ...
http://www.atmos-chem-phys.net/9/7161/2009/acp-9-7161-2009.pdf
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Lecture 7: Local Volatility Continued
The paper The Volatility Smile and Its Implied Tree shows that the local volatility at ... backwards from output to input -- and is analogous to finding a potential in physics from ...
http://www.ederman.com/new/docs/smile-lecture7.pdf
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