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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