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National Repository of Grey Literature 98 records found  beginprevious98 - 98  jump to record: Search took 0.01 seconds. 
Implied Volatility and Smile
 Rojček, Jakub ; Pígl, Jan (advisor)
In this work author speaks a little in generic about financial derivatives. Then he derives the famous Black-Scholes formula using less precise mathematical apparatus. Afterwards, he will analyze a few volatility models and their applications for creating volatility surface, which is the main goal of both theoreticians and practitioners. As we will see, the theory is yet very deep but unconsolidated. Nevertheless, praxis has gained some nearly sufficient approaches.
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National Repository of Grey Literature : 98 records found   beginprevious98 - 98  jump to record:
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