Search -
Volatility in the Capital Markets: State Of-The-Art Techniques for Modeling, Managing and Trading Volatility (State of-the-Art Techniques for Modeling, Managing and Trading Volatility)
Volatility in the Capital Markets State OfTheArt Techniques for Modeling Managing and Trading Volatility - State of-the-Art Techniques for Modeling, Managing and Trading Volatility Author:Israel Nelken No subject is more critical to financial professionals than volatility. Traders, researchers, risk managers, and anyone involved in the derivatives markets will find a wealth of insights and practical applications in this breakthrough book. Specific topics include: Practical Issues Concerning Volatility and Its Measurements, Past and Predicted
... more »
Option Pricing and Volatility
Simple Formulas to Compute Accurate Implied Volatilities
Volatility of What?
Delta Hedging with Uncertain Volatility
The Effects of Double-Barrier Options on Foreign Exchange Markets
The Relationship Between Cap Volatilities and Swaption Volatilities
Volatility and Calibration in Interest Rate Models