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Santawisook, Patchara
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2015
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Implied Volatility and Extracted Risk Neutral Density of VIX Options during the Crisis and Relatively Calm Periods
Keyword:
VIX
,
VIX futures
, and
Implied volatility
Creator:
Santawisook, Patchara
Advisor:
Sturm, Stephan
Publisher:
Worcester Polytechnic Institute
Date Created:
2015-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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Year
2015
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Creator
Santawisook, Patchara
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Advisor
Sturm, Stephan
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Sturm, Stephan
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Unit (Department)
Mathematical Sciences
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Publisher
Worcester Polytechnic Institute
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Resource type
Thesis
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