Programmes de volatilité stochastique et de volatilité implicite : applications Visual Basic (Excel) et Matlab
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KeywordsFinancial engineering; Monte Carlo simulation; stochastic volatility; implicit volatility.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-01-28 (All new papers)
- NEP-BEC-2007-01-28 (Business Economics)
- NEP-CMP-2007-01-28 (Computational Economics)
- NEP-FOR-2007-01-28 (Forecasting)
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