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- SABR_volatility_model abstract "In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands for "stochastic alpha, beta, rho", referring to the parameters of the model. The SABR model is widely used by practitioners in the financial industry, especially in the interest rate derivative markets. It was developed by Patrick Hagan, Deep Kumar, Andrew Lesniewski, and Diana Woodward.".
- SABR_volatility_model wikiPageExternalLink 0708.0998v3.
- SABR_volatility_model wikiPageExternalLink 0602102v1.
- SABR_volatility_model wikiPageExternalLink abstract.
- SABR_volatility_model wikiPageExternalLink papers.cfm?abstract_id=1850709.
- SABR_volatility_model wikiPageExternalLink papers.cfm?abstract_id=2026350.
- SABR_volatility_model wikiPageExternalLink papers.cfm?abstract_id=2563510.
- SABR_volatility_model wikiPageExternalLink abstract=2557046.
- SABR_volatility_model wikiPageExternalLink HedgingUnderSABRModel.pdf.
- SABR_volatility_model wikiPageExternalLink ProbDistrForSABR.pdf.
- SABR_volatility_model wikiPageExternalLink calibration_sabr.aspx.
- SABR_volatility_model wikiPageExternalLink sabr.html.
- SABR_volatility_model wikiPageExternalLink Calbration%20SABR.aspx.
- SABR_volatility_model wikiPageExternalLink 021118_smile.pdf.
- SABR_volatility_model wikiPageID "7469547".
- SABR_volatility_model wikiPageLength "8456".
- SABR_volatility_model wikiPageOutDegree "27".
- SABR_volatility_model wikiPageRevisionID "683567627".
- SABR_volatility_model wikiPageWikiLink Alpha.
- SABR_volatility_model wikiPageWikiLink Andrew_Lesniewski.
- SABR_volatility_model wikiPageWikiLink Beta.
- SABR_volatility_model wikiPageWikiLink Black_model.
- SABR_volatility_model wikiPageWikiLink Category:Derivatives_(finance).
- SABR_volatility_model wikiPageWikiLink Category:Finance_theories.
- SABR_volatility_model wikiPageWikiLink Category:Mathematical_finance.
- SABR_volatility_model wikiPageWikiLink Category:Options_(finance).
- SABR_volatility_model wikiPageWikiLink Constant_Elasticity_of_Variance.
- SABR_volatility_model wikiPageWikiLink Constant_elasticity_of_variance_model.
- SABR_volatility_model wikiPageWikiLink Deep_Kumar.
- SABR_volatility_model wikiPageWikiLink Diana_Woodward.
- SABR_volatility_model wikiPageWikiLink European_option.
- SABR_volatility_model wikiPageWikiLink Forward_rate.
- SABR_volatility_model wikiPageWikiLink Implied_volatility.
- SABR_volatility_model wikiPageWikiLink Interest_rate.
- SABR_volatility_model wikiPageWikiLink Interest_rate_derivative.
- SABR_volatility_model wikiPageWikiLink LIBOR.
- SABR_volatility_model wikiPageWikiLink Libor.
- SABR_volatility_model wikiPageWikiLink Mathematical_finance.
- SABR_volatility_model wikiPageWikiLink Negative_interest_rate.
- SABR_volatility_model wikiPageWikiLink Option_style.
- SABR_volatility_model wikiPageWikiLink Rho.
- SABR_volatility_model wikiPageWikiLink Risk-neutral_measure.
- SABR_volatility_model wikiPageWikiLink Stochastic.
- SABR_volatility_model wikiPageWikiLink Stochastic_Volatility.
- SABR_volatility_model wikiPageWikiLink Stochastic_differential_equation.
- SABR_volatility_model wikiPageWikiLink Stochastic_differential_equations.
- SABR_volatility_model wikiPageWikiLink Stochastic_volatility.
- SABR_volatility_model wikiPageWikiLink Volatility_(finance).
- SABR_volatility_model wikiPageWikiLink Volatility_smile.
- SABR_volatility_model wikiPageWikiLink Wiener_process.
- SABR_volatility_model wikiPageWikiLinkText "SABR volatility model".
- SABR_volatility_model wikiPageWikiLinkText "SABR".
- SABR_volatility_model hasPhotoCollection SABR_volatility_model.
- SABR_volatility_model wikiPageUsesTemplate Template:Derivatives_market.
- SABR_volatility_model wikiPageUsesTemplate Template:Reflist.
- SABR_volatility_model wikiPageUsesTemplate Template:Stochastic_processes.
- SABR_volatility_model wikiPageUsesTemplate Template:Volatility.
- SABR_volatility_model subject Category:Derivatives_(finance).
- SABR_volatility_model subject Category:Finance_theories.
- SABR_volatility_model subject Category:Mathematical_finance.
- SABR_volatility_model subject Category:Options_(finance).
- SABR_volatility_model hypernym Model.
- SABR_volatility_model type Person.
- SABR_volatility_model type Field.
- SABR_volatility_model type Market.
- SABR_volatility_model type Occupation.
- SABR_volatility_model type Theory.
- SABR_volatility_model comment "In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands for "stochastic alpha, beta, rho", referring to the parameters of the model. The SABR model is widely used by practitioners in the financial industry, especially in the interest rate derivative markets. It was developed by Patrick Hagan, Deep Kumar, Andrew Lesniewski, and Diana Woodward.".
- SABR_volatility_model label "SABR volatility model".
- SABR_volatility_model sameAs Modello_SABR.
- SABR_volatility_model sameAs m.0262qqx.
- SABR_volatility_model sameAs Q7388452.
- SABR_volatility_model sameAs Q7388452.
- SABR_volatility_model wasDerivedFrom SABR_volatility_model?oldid=683567627.
- SABR_volatility_model isPrimaryTopicOf SABR_volatility_model.