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Documents Calibration of Jump-Diffusion Option Pricing Models - A Robust Non-Parametric Approach

Calibration of jump-diffusion option-pricing models: a robust non-parametric approach. ∗ Rama Cont & Peter Tankov Centre de Math´ematiques Appliquees CNRS - Ecole…

Documents Numerical Determination of Exotic Option Price

Numerical Determination of Exotic Option Prices Diplom Thesis supervised by the Swiss Banking Institute (ISB) at the University of Zurich Prof. Dr. Thorsten Hens Author:…

Documents Breakeven Skew III

An Idiot’s Guide to Option Pricing Bruno Dupire Bloomberg LP [email protected] CRFMS, UCSB April 26, 2007 Bruno Dupire 2 Warm-up % 30 ] [ % 70 ] [ = = Black Red P P…

Education Vba intro

1. ∗ An Introduction to VBA in Excel Robert L. McDonald† First draft: November, 1995 November 3, 2000 Abstract This is a tutorial showing how to use the macro facility…

Documents Chapter 17 Options

Chapter 17 OPTIONS The Upside Without the Downside Outline • Terminology • Options and Their Payoffs Just Before Expiration • Option Strategies • Factors Determining…

Business Inventory Management

1. 06/08/09 2. Inventory Definition A stock of items held to meet future demand Inventory is a list for goods and materials, or those goods and materials themselves, held…

Documents Ch 08 employee compensation

1. EMPLOYEECOMPENSATIONAND BENEFITS • Types of compensations • Types of employee benefits 2. Nature of Compensation• Objectives of effective compensation program: a)…

Economy & Finance ct_065963

1. Eaton Corporation 2005 Annual Report Behind the numbers 2. Look behind the numbers in this year’s annual report and you’ll discover how the extraordinary efforts of…