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.


Volatility overview. VIX futures. VIX options. The new VIX calculation.


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


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