Index Catalog // 蹄兔

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筛选: 关键词 Implied volatility

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

关键词:: VIX, VIX futures, and Implied volatility
创造者:: Santawisook, Patchara
Advisor:: Sturm, Stephan
出版者:: Worcester Polytechnic Institute
创建日期:: 2015-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

2. Organization & Analysis of Stock Option Market Data

关键词:: Implied volatility and volatility smile
创造者:: Zhang, Jun
Advisor:: Vermes, Domokos
出版者:: Worcester Polytechnic Institute
创建日期:: 2011-01-08
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences