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