VIX and VSTOX futures, short selling and arbitrage strategies
Appodia, Jacopo (A.A. 2017/2018) VIX and VSTOX futures, short selling and arbitrage strategies. Tesi di Laurea in Equity markets and alternative investments, LUISS Guido Carli, relatore Paolo Vitale, pp. 90. [Master's Degree Thesis]
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Abstract/Index
Introductory elements. VIX and VSTOX futures premium. Naked short selling. Arbitrage strategies.
References
Bibliografia: pp. 59-60.
| 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) |
| Outstanding Thesis: | Department of Economics and Finance |
| Chair: | Equity markets and alternative investments |
| Thesis Supervisor: | Vitale, Paolo |
| Thesis Co-Supervisor: | Morelli, Marco |
| Academic Year: | 2017/2018 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 11 Apr 2019 10:41 |
| Last Modified: | 09 May 2019 09:11 |
| URI: | https://tesi.luiss.it/id/eprint/22974 |
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