Volatility derivatives

Trudu, Andrea (A.A. 2007/2008) Volatility derivatives. Tesi di Laurea in Economia del mercato mobiliare, LUISS Guido Carli, relatore Emilio Barone, pp. 109. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

La volatilità e le metodologie di stima. L'esposizione alla volatilità in via indiretta. I derivati sulla volatilità (volatility derivatives).

References

Bibliografia: pp. 105-109.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (64/S)
Chair: Economia del mercato mobiliare
Thesis Supervisor: Barone, Emilio
Thesis Co-Supervisor: Benigno, Pierpaolo
Academic Year: 2007/2008
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 25 Mar 2011 16:13
Last Modified: 19 Jul 2018 08:34
URI: https://tesi.luiss.it/id/eprint/2414

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