"volatility index" - Selaus asiasanan mukaanPro gradu -tutkielmat ja diplomityöt (rajattu saatavuus)
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Information Content of Option Implied Volatility in Europe
(2015)
Pro gradu - tutkielmaThe purpose of this thesis is to research the implied volatility forecasts given by major European volatility indices during the last 15 years. Implied volatilities of the options of major stock indices give information ...Kokoteksti luettavissa vain Tritonian asiakaskoneilla.