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by bayram
February 20th, 2008, 3:22 pm
Forum: Off Topic
Topic: Empirical Facts_Stylzed Facts CCY opts and Forex
Replies: 0
Views: 58398

Empirical Facts_Stylzed Facts CCY opts and Forex

Hello everybody,does anybody know recent literature source which documents all the relevant stylzed facts (empircal facts) for currency options and underlying exchange rates FX (e.g Volatility Clustering, non-linarity in FX Volatilitly, time-variant skew and more. Thanks for inputs.....
by bayram
February 14th, 2008, 10:59 am
Forum: Technical Forum
Topic: Stochastic Volatility Models with Correlation Skew for Equity/FX
Replies: 9
Views: 62874

Stochastic Volatility Models with Correlation Skew for Equity/FX

Hello thanks very much i am a student also writting a paper on vol_of_vol in FX. could you please send it to bayram.dincer@student.unisg.chthanks very much for the paper.