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Filtro per: Parola chiave Implied volatility

Implied Volatility and Extracted Risk Neutral Density of VIX Options during the Crisis and Relatively Calm Periods

Parola chiave:

VIX, VIX futures, and Implied volatility

Creatore:

Santawisook, Patchara

Advisor:

Sturm, Stephan

Editore:

Worcester Polytechnic Institute

data di creazione:

2015-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
Organization & Analysis of Stock Option Market Data

Parola chiave:

Implied volatility and volatility smile

Creatore:

Zhang, Jun

Advisor:

Vermes, Domokos

Editore:

Worcester Polytechnic Institute

data di creazione:

2011-01-08

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences