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~subject:"Volatility"
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Volatility
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Hodges, Stewart D.
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2
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ECONIS (ZBW)
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1
Interst rate derivatives in a Duffie and Kan model with stochastic volatility : an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal
;
Clewlow, Les
;
Hodges, Stewart D.
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 5-66
Persistent link: https://www.econbiz.de/10001445808
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2
The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001493260
Saved in:
3
Simulating the evolution of the implied distribution
Skiadopoulos, George
;
Hodges, Stewart D.
- In:
European financial management : the journal of the …
7
(
2001
)
4
,
pp. 497-521
Persistent link: https://www.econbiz.de/10001627611
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4
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
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5
A parsimonious continous time model of equity index returns : (inferred from high frequency data)
Bedendo, Mascia
;
Hodges, Stewart D.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 997-1030
Persistent link: https://www.econbiz.de/10002476563
Saved in:
6
The dynamics of implied volatility surfaces
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Decision making : recent developments and worldwide …
,
(pp. 197-211)
.
2010
Persistent link: https://www.econbiz.de/10009152462
Saved in:
7
The dynamics of the volatility skew : a Kalman filter approach
Bedendo, Mascia
;
Hodges, Stewart D.
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1156-1165
Persistent link: https://www.econbiz.de/10003842010
Saved in:
8
The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.
;
Ziemba, William T.
;
Hodges, Stewart D.
- In:
Handbook of sports and lottery markets
,
(pp. 161-180)
.
2008
Persistent link: https://www.econbiz.de/10003779564
Saved in:
9
When is the short rate Markovian?
Carverhill, Andrew
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
Saved in:
10
Money market term structure dynamics and volatility expectations
Carverhill, Andrew
;
Strickland, Chris
-
1992
Persistent link: https://www.econbiz.de/10001375509
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