VIX derivatives: new financial instruments for hedging strategies
Bevilacqua, Mattia (A.A. 2014/2015) VIX derivatives: new financial instruments for hedging strategies. Tesi di Laurea in Financial and credit derivatives, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 119. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Volatility overview. VIX futures. VIX options. The new VIX calculation.
References
Bibliografia: pp. 90-92. Sitografia: p. 92.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Financial and credit derivatives |
| Thesis Supervisor: | Nucera, Federico Calogero |
| Thesis Co-Supervisor: | Curcio, Domenico |
| Academic Year: | 2014/2015 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 23 Jun 2016 13:12 |
| Last Modified: | 23 Jun 2016 13:12 |
| URI: | https://tesi.luiss.it/id/eprint/16444 |
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