Results 61 to 70 of about 116,461 (347)
Implied Volatility Functions: Empirical Tests [PDF]
IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr), 1996 Abstract Expected future volatility plays a central role in finance theory. Consequently, accurately estimating this parameter is crucial to meaningful financial decision making. Finance researchers generally rely on the past behavior of asset prices to develop expectations about volatility, documenting movements in volatility as they ...
Bernard Dumas +2 more
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Advanced Functional Materials, EarlyView.A wideband tunable electrochromic device with dynamic thermal emissivity control is demonstrated. The system enables adaptive heat regulation via electrochemically modulated silver deposition, achieving efficient cooling and heating states. The flexible design ensures mechanical robustness under bending conditions, making it promising for portable and ...
Jiawei Liang +10 more
wiley +1 more source
The Impact of Determinants on the Volatility of Banking Sector Stock Returns in Europe
Problemy Zarządzania, 2019 The aim of the paper is to examine the impact of macroeconomic determinants on the volatility of banking sector stock returns in Europe. The research was conducted for 182 banks in 26 European countries in which banks are listed in the stock market.
Katarzyna Niewińska
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Energies, 2020 This paper aims to analyze the impact of implied volatility on the costs, break-even points (BEPs), and the final results of the vertical spread option strategies (vertical spreads).
Bartosz Łamasz, Natalia Iwaszczuk
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, 2020 An implied volatility is the volatility implied by the market price of an option based on the Black Scholes option pricing model. A volatility surface is derived from quoted volatilities that provides a way to interpolate an implied volatility at any strike and maturity. Unlike in other markets that quote volatility versus strike directly, the FX smile
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Advanced Functional Materials, EarlyView.A lack of standard approaches for testing and reporting the performance of metal halide perovskites and organic semiconductor radiation detectors has resulted in inconsistent interpretation of performance parameters, impeding progress in the field. This Perspective recommends key metrics and experimental details, which are suggested for reporting in ...
Jessie A. Posar +8 more
wiley +1 more source
The implicit models of the option valuation
Management Letters/Cuadernos de Gestión, 2004 Of the alternative approaches to the Black-Scholes options valuation model, the implied models have had the largest development in last years. In this approach there are different alternatives: implied trees, deterministic volatility function models and ...
GERARDO ARREGUI AYASTUY
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Which Chromium–Sulfur Compounds Exist as 2D Material?
Advanced Functional Materials, EarlyView.2D chromium sulfides synthesized using molecular beam epitaxy on graphene. Structural characterization reveals two novel 2D materials, Cr2S3‐2D, which lacks a direct bulk counterpart, and Cr223S${\rm Cr}_{2\frac{2}{3}}{\rm S}$4‐2D, a minimum thickness version of Cr5S6. However, attempts to synthesize CrS2 are unsuccessful. Both new 2D phases are stable
Affan Safeer +5 more
wiley +1 more source
The predictive power of dollar-real call optionsimplied volatility
Economia Aplicada, 2002 Previous empirical researches pointed out the relation between stress events in financial markets and implied volatility in option prices, indicating that large movements in asset prices would be preceded by significant increases in implied volatility ...
Daniel Augusto Motta
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US Implied Volatility as A predictor of International Returns
Quantitative Finance and Economics, 2017 This study provides evidence of the US implied volatility’s e ect on international equitymarkets’ returns. This evidence has two main implications: i) investors may find that foreign equityreturns adjusting to US implied volatility may not provide true ...
Mehmet F. Dicle
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