volatility surface interpolated with a local-linear kernel regression and extrapolated linearly. The third chapter expands … volatility targeting to option strategies. The chapter shows that option trading strategies can be managed by increasing exposure … if volatility is low and reducing exposure if volatility is high to achieve a constant risk exposure over time. These …

, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This three … Performance under Stochastic Volatility and Stochastic Interest Rates" C.H. Ted Hong on "Dynamic Econometric Loss Model: A Default …