skew-curve
1Inside Volatility Filtering. Secrets of the Skew , Alireza Javaheri
A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimation, using financial econometrics based on a more… 6829.15 руб электронная книга2The Volatility Smile , Emanuel Derman
The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the… 5528.36 руб электронная книга