Trading and hedging strategies based on volatility

Jacchia, Matteo Mario Luigi (A.A. 2016/2017) Trading and hedging strategies based on volatility. Tesi di Laurea in Financial and credit derivatives, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 137. [Master's Degree Thesis]

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Abstract/Index

Understanding volatility. Trading and hedging. A portfolio analysis on the hedging power of volatility.

References

Bibliografia: pp. 120-122.

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: 2016/2017
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 21 Jun 2018 13:43
Last Modified: 21 Jun 2018 13:43
URI: https://tesi.luiss.it/id/eprint/21435

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