结果：找到“The volatility smile”相关内容9个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
The Volatility Smile (Wiley Finance)
6 个回复 - 4867 次查看 The Volatility Smile (Wiley Finance)by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor) The Volatility SmileThe Black-Scholes-Merton option model was th ...2017-11-9 15:33 - nelsoncwlee - 金融学（理论版）
6 个回复 - 4867 次查看 The Volatility Smile (Wiley Finance)by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor) The Volatility SmileThe Black-Scholes-Merton option model was th ...2017-11-9 15:33 - nelsoncwlee - 金融学（理论版）
Answers to Eng-of-Chapter Problems The Volatility Smile by Derman
4 个回复 - 1173 次查看 Answers to Eng-of-Chapter Problems The Volatility Smile (Wiley Finance) by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor)2019-4-19 22:28 - 猿人123 - 金融学（理论版）
4 个回复 - 1173 次查看 Answers to Eng-of-Chapter Problems The Volatility Smile (Wiley Finance) by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor)2019-4-19 22:28 - 猿人123 - 金融学（理论版）
The Volatility Smile by Emanuel Derman and Michael B. Miller
12 个回复 - 6832 次查看 The Volatility Smile (Wiley Finance) 1st Edition by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor) The Black-Scholes-Merton option model was the greatest inn ...2016-9-7 12:58 - cmwei333 - 金融学（理论版）
12 个回复 - 6832 次查看 The Volatility Smile (Wiley Finance) 1st Edition by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor) The Black-Scholes-Merton option model was the greatest inn ...2016-9-7 12:58 - cmwei333 - 金融学（理论版）
On the Curvature of the Smile in Stochastic Volatility Models
2 个回复 - 1381 次查看 【作者(必填)】Elisa Alòs and Jorge A. León 【文题(必填)】On the Curvature of the Smile in Stochastic Volatility Models 【年份(必填)】2017 【全文链接或数据库名称(选填)】http://epubs.siam.o ...2017-8-18 16:37 - crossbone254 - 求助成功区
2 个回复 - 1381 次查看 【作者(必填)】Elisa Alòs and Jorge A. León 【文题(必填)】On the Curvature of the Smile in Stochastic Volatility Models 【年份(必填)】2017 【全文链接或数据库名称(选填)】http://epubs.siam.o ...2017-8-18 16:37 - crossbone254 - 求助成功区
The Equity Option Volatility Smile: An Implicit Finite Difference Approach
1 个回复 - 3161 次查看 Leif B. G. Andersen and Rupert Brotherton-Ratcliffe: The Equity Option Volatility Smile: An Implicit Finite Difference Approach. The Journal of Computational Finance,1(2), 1998:5-37.2017-3-28 09:15 - yangc91 - 国内外文献账号区
1 个回复 - 3161 次查看 Leif B. G. Andersen and Rupert Brotherton-Ratcliffe: The Equity Option Volatility Smile: An Implicit Finite Difference Approach. The Journal of Computational Finance,1(2), 1998:5-37.2017-3-28 09:15 - yangc91 - 国内外文献账号区
The forward smile in local–stochastic volatility models
1 个回复 - 735 次查看 【作者(必填)】Andrea Mazzon and Andrea Pascucci 【文题(必填)】The forward smile in local–stochastic volatility models 【年份(必填)】2017 【全文链接或数据库名称(选填)】Journal of Computational ...2017-1-18 16:05 - Bumboo - 文献求助专区
1 个回复 - 735 次查看 【作者(必填)】Andrea Mazzon and Andrea Pascucci 【文题(必填)】The forward smile in local–stochastic volatility models 【年份(必填)】2017 【全文链接或数据库名称(选填)】Journal of Computational ...2017-1-18 16:05 - Bumboo - 文献求助专区
PPT on Modeling the Volatility Smile
3 个回复 - 3568 次查看 PPT on Modeling the Volatility Smile by Emanuel Derman (Author of My Life as a Quant) Sell for 1 coin only. Enjoy it.2010-7-9 06:45 - LeonBham - 金融工程（数量金融）与金融衍生品
3 个回复 - 3568 次查看 PPT on Modeling the Volatility Smile by Emanuel Derman (Author of My Life as a Quant) Sell for 1 coin only. Enjoy it.2010-7-9 06:45 - LeonBham - 金融工程（数量金融）与金融衍生品
The equity option volatility smile:an implicit finite-difference approach
2 个回复 - 1022 次查看 【作者(必填)】 Leif B.G. Andersen and Rupert Brotherton-Ratcliffee 【文题(必填)】The equity option volatility smile:an implicit finite-difference approach 【年份(必填)】 1998 【全文链接或数据库 ...2015-9-17 22:52 - Bumboo - 求助成功区
2 个回复 - 1022 次查看 【作者(必填)】 Leif B.G. Andersen and Rupert Brotherton-Ratcliffee 【文题(必填)】The equity option volatility smile:an implicit finite-difference approach 【年份(必填)】 1998 【全文链接或数据库 ...2015-9-17 22:52 - Bumboo - 求助成功区
关于impact of the volatility smile on the calculation of the “Greeks”
2 个回复 - 1762 次查看 在bionicturtle看到几个问题。。上面没有答案，求助于大家帮忙解答下~谢谢！[/backcolor]For the following, assume the initial delta of an at-the-money call option with strike at $20 and the BSM model-based ...2012-4-7 03:46 - max101 - CFA、CVA、FRM等金融考证论坛
2 个回复 - 1762 次查看 在bionicturtle看到几个问题。。上面没有答案，求助于大家帮忙解答下~谢谢！[/backcolor]For the following, assume the initial delta of an at-the-money call option with strike at $20 and the BSM model-based ...2012-4-7 03:46 - max101 - CFA、CVA、FRM等金融考证论坛
