
The Volatility Surface: A Practitioner's Guide
Catégorie: Fantasy et Terreur, Adolescents
Auteur: Christa Wolf, Kim Scott
Éditeur: Lucy E. Cousins, Elizabeth Strout
Publié: 2017-09-26
Écrivain: Kathy Blackwell
Langue: Français, Roumain, Basque, Tamil, Bulgare
Format: pdf, Livre audio
Auteur: Christa Wolf, Kim Scott
Éditeur: Lucy E. Cousins, Elizabeth Strout
Publié: 2017-09-26
Écrivain: Kathy Blackwell
Langue: Français, Roumain, Basque, Tamil, Bulgare
Format: pdf, Livre audio
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Stochastic volatility - Wikipedia - However, these models cannot explain long-observed features of the implied volatility surface such as volatility smile and skew, which indicate that implied volatility does tend to vary with respect to strike price and expiry. By assuming that the volatility of the underlying price is a stochastic process rather than a constant, it becomes possible to model derivatives more accurately. Basic
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