✦ LIBER ✦

Option markets and implied volatility: Past versus present

✍ Scribed by Scott Mixon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

VOLATILITY FORECASTS, TRADING VOLUME, AN

✍ R. Glen Donaldson; Mark J. Kamstra 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 126 KB

The relation between implied and realise

✍ Charlotte Strunk Hansen 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 556 KB

Option Prices, Implied Price Processes,

✍ Mark Britten-Jones; Anthony Neuberger 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 146 KB

Option-implied volatility factors and th

✍ Junye Li 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 335 KB

Asymmetric information about volatility:

✍ Saikat Nandi 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 201 KB

ESTIMATING EXPECTED EXCESS RETURNS USING

✍ Charles J. Corrado; Thomas W. Miller Jr. 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 266 KB