Volatility trading derivatives

Di Biase, Ignazio (A.A. 2010/2011) Volatility trading derivatives. Tesi di Laurea in International finance, LUISS Guido Carli, relatore Pierpaolo Benigno, pp. 152. [Master's Degree Thesis]

Full text for this thesis not available from the repository.


A deeper insight on volatility. Volatility as an asset class. Volatility and variance swaps. Volatility index derivatives. Volatility trading: practical applications.


Bibliografia: pp. 143-151.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in General Management, English language (LM-77)
Chair: International finance
Thesis Supervisor: Benigno, Pierpaolo
Thesis Co-Supervisor: Boido, Claudio
Academic Year: 2010/2011
Session: Summer
Deposited by: Chiara Annulli
Date Deposited: 29 Sep 2011 11:52
Last Modified: 16 Oct 2018 06:56
URI: https://tesi.luiss.it/id/eprint/6197


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