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April 25, 2014
 

The Search found 3 of 13350 documents sorted by Date with the following criteria:
Subject/Keyword: Smile

 
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1. Title: Why Does Bad News Increase Volatility and Decrease Leverage?
  Author/Editor: Fostel, Ana ; Geanakoplos, John
  Series: Working Paper No. 10/206
  Published: September 01, 2010
  Subject(s): Asset prices | Business cycles | Debt | Economic models | External shocks | Financial crisis | Housing | Housing prices | Price elasticity
  Author's Keyword(s): Endogenous Leverage | Post-Bad News Volatility | Post-Good News Volatility | Volatility Smile.
 
2. Title: The option-iPoD. The Probability of Default Implied by Option Prices based on Entropy
  Author/Editor: Capuano, Christian
  Series: Working Paper No. 08/194
  Published: August 01, 2008
  Subject(s): Credit | Bond markets | Risk management | Financial risk | Financial institutions
  Author's Keyword(s): endogenous default barrier | cross-entropy | option contracts | volatility smile.
 
3. Title: Deriving Market Expectations for the Euro-Dollar Exchange Rate from Option Prices
  Author/Editor: Krichene, Noureddine
  Series: Working Paper No. 04/196
  Published: October 01, 2004
  Subject(s): Emerging markets | Euro | U.S. dollar | Exchange rates | Prices | Economic models
  Author's Keyword(s): Exchange rates | Finite difference | Implied risk-neutral distribution | Inverse problem | Market expectations | Option prices | Smile | State prices | Volatility
 

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