How options have affected short squeeze phenomenon

Carbone, Orlando (A.A. 2020/2021) How options have affected short squeeze phenomenon. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 100. [Master's Degree Thesis]

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Stock options and trading strategies involving options. Mechanism of options market. Directional option strategies. Non-directional options startegies. American versus European options. Factors affecting options. Put-call parity. Symthetic positions. Option pricing models. Binomial option pricing model. Greeks. Implied volatility. The black-scholes-merton option pricing model. A Monte Carlo approach option prices. How options trading influenced short aqueeze phenomenon. The short squeeze. Predator trading: Game Stop. Volkswagen short squeeze. Game Stop case. Use of option contracts inside the Game Stop short squeeze.


Bibliografia: pp. 99-100.

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: Asset pricing
Thesis Supervisor: Borri, Nicola
Thesis Co-Supervisor: Reichlin, Pietro
Academic Year: 2020/2021
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 15 Mar 2022 11:50
Last Modified: 15 Mar 2022 11:50


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