smq/directoryAn evolving quant resource archive
Back to directoryResource
Paper / 2008SMQ / 23351099348769
Free Cash-Flow, Issuance Costs and Stock Price Volatility
Décamps, Jean-Paul / Mariotti, Thomas / Rochet, Jean-Charles / Villeneuve, Stéphane
corporate financeResource overview

Free Cash-Flow, Issuance Costs and Stock Price Volatility

Paper2008

by Décamps, Jean-Paul, Mariotti, Thomas, Rochet, Jean-Charles, Villeneuve, Stéphane

Tags
corporate finance

Access resource

Open original source Understand this paper

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for volatility models and surfaces. Specialist prerequisites vary by paper.

Before you read

  1. Stochastic Processes, Brownian Motion and Itô's Lemma

    Follow diffusion-based models and their assumptions.

  2. ARCH and GARCH

    Separate conditional volatility from observed returns.

Go further

  1. Stochastic Volatility and the Heston Model

    Study a correlated stochastic-variance model.

  2. Reading the Implied Vol Surface — Moneyness, Term Structure, and Quoting Conventions

    Interpret prices across strikes and expiries.

Explore a related reading path

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Advanced Derivatives and Exotic Options

Keep exploring

Related resources

More ideas from similar topics.

6

From the same author

Décamps, Jean-Paul, Mariotti, Thomas, Rochet, Jean-Charles, Villeneuve, Stéphane

6