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Implied volatility
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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
Organization & Analysis of Stock Option Market Data
Keyword:
Implied volatility
and
volatility smile
Creator:
Zhang, Jun
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-01-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Creator
Santawisook, Patchara
1
Zhang, Jun
1
Advisor
Sturm, Stephan
1
Vermes, Domokos
1
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Sturm, Stephan
1
Vermes, Domokos
1
Unit (Department)
Mathematical Sciences
2
Publisher
Worcester Polytechnic Institute
2
Resource type
Report
1
Thesis
1
