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Implied volatility functions on Finnish warrant market
(2008)
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Evidences that there are volatility smiles and smirks in various financial markets sug-gest that Black and Scholes (1973) valuation formula is not completely valid. This thesis investigates implied volatility patterns and ...