PDF results for "implied volatility"

1. [PDF] Forecasting Implied Volatility Surfaces

   Department of Economics University of St. Gallen Forecasting Implied Volatility Surfaces Francesco Audrino and Dominik Colangelo November 2007 Discussion Paper no ...
   www1.vwa.unisg.ch/RePEc/usg/dp2007/DP-42-Au.pdf — 2012-03-12T2

2. [PDF] Straddle Trade with Implied Volatility vs Historic Volatility

   Straddle Trade with Implied Volatility vs Historic Volatility Straddle Trade with Implied Volatility vs Historic Volatility CHART SET UP STRADDLE SET UP USING ...
   files.meetup.com/205449/Straddle%20Trade%20with%20Implied%20... — 2012-03-09T0

3. [PDF] Does NetBuying Pressure Affect the Shape of Implied Volatility ...

   THE JOURNAL OF FINANCE VOL. LIX, NO. 2 APRIL 2004 Does NetBuying Pressure Affect the Shape of Implied Volatility Functions? NICOLASP. B. BOLLEN and ROBERTE.
   www2.owen.vanderbilt.edu/nick.bollen/research/nw7.PDF — 2012-03-09T2

4. [PDF] Modeling and Forecasting Implied Volatility - an Econometric ...

   HECER Discussion Paper Modeling and Forecasting Implied Econometric Analysis of the VIX Index* Abstract This paper models the implied volatility of the S&P ...
   ethesis.helsinki.fi/julkaisut/eri/hecer/disc/129/modeling.pdf — 2012-03-07T1

5. [PDF] What is the correct meaning of implied volatility?

   Finance Research Letters 4 (2007) 179-185 www.elsevier.com/locate/frl What is the correct meaning of implied volatility? In JoonKi m a, Gun Youb Park b, Jung-Soon ...
   eclass.yonsei.ac.kr/bucksan/papers/What%20is%20the%20correct%20... — 2012-03-14T0

6. [PDF] The Behaviour of FTSE 100 Implied Volatility Surface

   International Research Journal of Finance and Economics ISSN 1450-2887 Issue 59 (2010) EuroJournals Publishing, Inc. 2010 http://www.eurojournals.com/finance.htm ...
   www.eurojournals.com/irjfe_59_11.pdf — 2012-03-07T0

7. [PDF] Live and Feeder Cattle Options Markets: Returns, Risk, and ...

   Weekly implied volatility, realized volatility, and GARCH forecast volatility series are constructed to test the weekly forecasting performance of implied volatility and ...
   ageconsearch.umn.edu/bitstream/105515/2/JARE%2cApr2011%2c%2303%2... — 2012-03-03T1

8. [PDF] Implied volatility functions: a reprise

   Implied volatility functions: a reprise July 1999 Joshua V. Rosenberg Department of Finance NYU - Stern School of Business 44 West 4th Street, Suite 9-190 New York ...
   w4.stern.nyu.edu/finance/docs/WP/1999/pdf/wpa99027.pdf — 2012-02-29T0

9. [PDF] On the volatility of volatility

   As the VIX is an implied volatility of sorts (again, it is calculated based on option prices; the Black-Scholesequation[3]is not used), one might guess that shorting ...
   duende.uoregon.edu/~hsu/blogfiles/vol.pdf — 2012-03-13T0

10. [PDF] Spread Options: Implied Volatility and Correlation

    Global Association of Risk Professionals. Spread Options: Implied Volatility and Correlation. Speaker: Davis W. Edwards, ERP
    www.garp.org/media/710054/houston_110111.pdf — 2012-03-07T0