More Than You Ever Wanted to Know About Volatility Swaps(576 hits) - by Kresimir Demeterfi, Emanuel Derman, Michael Kamal and Joseph Zou
featured in The Journal of Derivatives, Summer 1999 [PDF, 474KB]
URL: http://pricing.online.fr/docs/volswaps.pdf - Sunday, December 17th 2000
Implied Trinomial Trees of the Volatility Smile(676 hits) - by Emanuel Derman, Iraj Kani and Neil Chriss
featured in The Journal of Derivatives, Summer 1996 [PDF, 151KB]
URL: http://pricing.online.fr/docs/implied_trinomial_trees.pdf - Sunday, December 17th 2000
Investing in Volatility(900 hits) - Emanuel Derman Michael Kamal Iraj Kani John McClure Cyrus Pirasteh Joseph Z. Zou
URL: http://pricing.free.fr/docs/InvestingInVolatilityFOW.pdf - Monday, April 28th 2003
PDF Relative Implied Volatility Arbitrage(636 hits) - Relative Implied Volatility Arbitrage with Index Options Another Look at Market Efficiency Manuel Ammann and Silvan Herriger May 2001.
URL: http://www.fgn.unisg.ch/org/fgn/web.nsf/SysWebRessources/VWA_2001_06/$FILE/0106.pdf - Friday, July 19th 2002
Regimes of Volatility(1577 hits) - by Emanuel Derman
featured in Risk, April 1999 [PDF,2.4MB]
URL: http://pricing.online.fr/docs/regimes.pdf - Sunday, December 17th 2000
The Local Volatility Surface(550 hits) - Unlocking the Information in Index Options Prices
by Emanuel Derman, Iraj Kani and Joseph Z. Zou
featured in Financial Analysts Journal, July/August 1996 [PDF, 518KB]
URL: http://pricing.online.fr/docs/local_volatility_surface.pdf - Sunday, December 17th 2000
The Predictive Power of the French Market(609 hits) - Volatility Index: A Multi Horizons Study
URL: http://pricing.free.fr/docs/vixforcastpower.pdf - Monday, April 28th 2003
The Volatility Smile and Its Implied Tree(3500 hits) - by Emanuel Derman and Iraj Kani
featured in Risk, "Riding on a Smile". February 1994 [PDF, 341KB]
URL: http://pricing.online.fr/docs/volatility_smile.pdf - Sunday, December 17th 2000
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