"weekend effect" - Selaus asiasanan mukaanPro gradu -tutkielmat ja diplomityöt (rajattu saatavuus)

    • WEEKEND EFFECT ON IMPLIED VOLATILITY Empirical Research on Eurex Eqyity Options 

      Lehtimäki, Jussi (2008)
      Pro gradu - tutkielma 
      This thesis investigates what effects weekend can have for the pricing and valuation of equity options. It is investigated if the weekend effect exists on option market implied volatilities, and if the implied volatility ...
      Kokoteksti luettavissa vain Tritonian asiakaskoneilla.