Essays about: "Volatility frown"
Found 1 essay containing the words Volatility frown.
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1. Anticipated Events’ Impact on FX Options’ Implied Volatility
University essay from Lunds universitet/Matematisk statistikAbstract : Understanding events’ impact on financial instruments are crucial for the participants in the financial markets. Here we propose an approach to model an anticipated event’s impact on the prices of FX options, represented in implied volatility. READ MORE
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