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s&p500 index skew
forward pde
option pricing
numerical methods
jumps
volatility calibration
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vix options
local stochastic volatility
hedging strategies
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volatility trading
merton structural default model
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cva
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sharpe ratio
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profit-and-loss of delta-hedging strategies
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beta stochastic volatility
implied volatility dynamics
log-normal stochastic volatility
karasinski-sepp volatility model
volatility dynamics
volatility beta
volatility skew-beta
two-factor stochastic volatility model
vix futures
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