Valuation Bound of Tranche Options

Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities

Valuation of Zynga

Valuations and dynamic convex risk measures

Value matters: Predictability of Stock Index Returns

Vanna-Volga methods applied to FX derivatives : from theory to market practice

Variance Optimal Hedging for continuous time processes with independent increments and applications

Variance-covariance based risk allocation in credit portfolios: analytical approximation

Variational inequality method in stock loans

Varying the VaR for Unconditional and Conditional Environments

Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection

Viewing Risk Measures as Information

Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type

VISTA: project status

Visualizing a large-scale structure of production network by N-body simulation

Volatilities That Change with Time: The Temporal Behavior of the Distribution of Stock-Market Prices

Volatility derivatives in market models with jumps

Volatility Effects on the Escape Time in Financial Market Models

Volatility forecasts and the at-the-money implied volatility: a multi-components ARCH approach and its relation with market models

Volatility made observable at last