The investors' sentiment from the implied volatility of the option market
Pavesi, Federico (A.A. 2010/2011) The investors' sentiment from the implied volatility of the option market. Tesi di Laurea in International finance, LUISS Guido Carli, relatore Pierpaolo Benigno, pp. 99. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Options and skewness. Volatility smiles. Volatility index derivatives. What kind of information can be found in the volatility skew? Data analysis and regression results.
References
Bibliografia: pp. 72-99.
| 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: | Di Cagno, Daniela Teresa |
| Academic Year: | 2010/2011 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 13 Mar 2012 09:52 |
| Last Modified: | 19 May 2015 23:07 |
| URI: | https://tesi.luiss.it/id/eprint/7356 |
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