A Remark on Local Volatility

The concept of the Local Volatility. The products which call for more accurate forecast of options pricing - is a significant business in financial world. The questions regarding local volatility is the mathematical background of the local volatility.

Подобные документы

  • All corporate liabilities can be viewed as combinations of options, the formula and the analysis that led to it are also applicable to corporate liabilities such as common stock, corporate bonds, warrants. The valuation formula. An alternative derivation.

    статья, добавлен 09.09.2012

  • Innovative development of economy is the chance for Ukraine to ensure a breakthrough in creating competitive products and a income. The features of the concept and operation of the venture business. The concept of a venture fund in the legislation.

    статья, добавлен 25.11.2016

  • Financial statements of the company in the market economy conditions is the main source of information about the assets, capital, profits and cash flows. Introduction of accounting at the enterprise. Assessment of the financial position of the company.

    статья, добавлен 01.09.2018

  • Forecasting and assessment of financial risks. Selection, calibration and interpretation of the results of the bank audit. Aims of establishing a single bureau of credit histories in Ukraine. Application of innovative mathematical methods in management.

    статья, добавлен 30.03.2023

  • Methods of the study significant changes in the flows of financial data. The differences between chaotic and stochastic systems. Features and ways of calculating the correlation dimension of the time series. Methods and algorithms of analysis programs.

    дипломная работа, добавлен 30.08.2016

  • The essence of the concept of "financial resources", in particular, existing approaches to its interpretation. The systematization of financial resources according to the classification criteria is carried out. Sources of financial resources formation.

    статья, добавлен 08.05.2018

  • The concept and structure of the financial system of the state, its role, tasks and functions in the economy. The legislative basis for the development of the financial system of Kazakhstan. Development and improvement of the financial system the state.

    курсовая работа, добавлен 11.03.2015

  • Contents of the concept of financial stability (FB) of the organization. Assessment of the FB of agricultural organizations, along with the use of the proposed integral assessment of FB. Factor analysis of the coefficients of financial independence.

    статья, добавлен 21.06.2018

  • Background papers and theoretical aspects of financial strategizing methods. Strategy development of wholesale company. Development of anti-crisis financial strategy on the basis of Arla Foods. Recommendations for company's performance improvements.

    дипломная работа, добавлен 26.08.2017

  • Concept of "economic sustainability". Study of the financial sustainability of the enterprise, ways to achieve it in an independent region in Ukraine. System of financial transformations in the form of a petal chart using markers using Microsoft Excel.

    статья, добавлен 16.11.2021

  • The principles of the functioning of financial markets in the context of globalization. Trends in capital flows in the world today. Risk evaluation in the banking sector of Ukraine. Impact of financial crisis on the living standards of the population.

    статья, добавлен 25.03.2016

  • The theoretical aspects of Netflix functioning. Netflix business model, financial structure and earnings and investment statistics, organizational structure are analyzed. Comprehensive analysis of the company's work was performed using different methods.

    курсовая работа, добавлен 25.01.2021

  • Overview of the problem of financial support for digitalization of human capital. Concepts, mechanisms for ensuring this issue. Justification of the concept of financial support for the digitalization of human capital, the content of the main categories.

    статья, добавлен 19.03.2024

  • Study of prospects for economic recovery in Ukraine. Characteristics of financial market participants. Increase the business activity of insurance companies, credit unions, banks. Ensuring the fulfillment of obligations to the International Monetary Fund.

    статья, добавлен 24.02.2024

  • Special importance is to be given to the equity of financial institutions. The Basel Committee has raised standards of capital ratios of national banks in Kazakhstan, a concept to harmonize domestic and international approaches to equity was developed.

    статья, добавлен 28.09.2016

  • Why do companies hedge the different proportion of their production. Significant variation of companies' behavior means. The factors that determine hedging activities. The financial distress costs reduction and optimizing of investment financing.

    дипломная работа, добавлен 23.09.2018

  • Valuation of the company's capital assets. Advantages of conducting financial transactions based on blockchain technology. Increasing the efficiency of management of the organization's capital cost. Analysis of real options and discounted cash flows.

    статья, добавлен 11.12.2023

  • Feature of electronic cash transfer through online transaction for business-to-consumer (B2C), business-to-business (B2B), person-to-person (P2P) and administration-to-consumer (A2C). A review of the grow value of cash for the Nigerian financial system.

    статья, добавлен 28.07.2022

  • The study of financial markets in terms of machine learning. Natural language processing approach. Implementation of event-study for searching news. Construct model for predictions. The influence of the news background of exchanges on the price of shares.

    магистерская работа, добавлен 15.09.2020

  • Analysis of the use of European experience in shaping China's regional financial policy. Features of the development of the banking system in a planned economy. The history of the National bank. The importance of investment in business development.

    статья, добавлен 19.02.2021

  • The role financial market in the economy. Buying and selling stocks and bonds. Types of financial markets. Rational distribution of resources. Volume and structure of manufacture. Development of the Ukrainian infrastructure of the financial market.

    презентация, добавлен 15.03.2016

  • The essence of financial security of financial institutions of Ukraine in the circumstances of a state of war and providing proposals for its provision. Key aspects and methods of ensuring the sustainability and hope of financial institutions in the EU.

    статья, добавлен 19.03.2024

  • Analysis of the financial position of the world's biggest companies. Evaluation of the changes in the prices of their securities in the short and long term. Identify the factors that influence their dynamics. Forecasting profit without option price.

    статья, добавлен 16.06.2014

  • Modeling of financial time series with significant balances. Using co-symmetry as a risk assessment tool. Justification of investment feasibility and risk assessment of foreign exchange portfolios of Pakistani investors. Advantages of the GARCH model.

    статья, добавлен 19.01.2022

  • Definition and justification of the process of implementation of a tax on paper documents. Characteristics of the range of subjects of taxation, procedure of calculation of financial calculation. Analysis of the implications of the introduction.

    статья, добавлен 16.10.2017

Работы в архивах красиво оформлены согласно требованиям ВУЗов и содержат рисунки, диаграммы, формулы и т.д.
PPT, PPTX и PDF-файлы представлены только в архивах.
Рекомендуем скачать работу и оценить ее, кликнув по соответствующей звездочке.