Twofish's Blog

July 25, 2006

Volatility and Correlation: The Perfect Hedger and the Fox – Rebanto

Filed under: quantitative finance — twofish @ 4:31 am

Well, it looks like I won’t be reading about the market model for a while.   This seems a lot more relevant to my interest in Shanghai securities than the market model.  I’ve been trying to model the volatility smile.

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