Essays on the efficiency of volatility derivatives markets
Author(s) -
Ειρήνη Κωνσταντινίδη
Publication year - 2010
Publication title -
dione (university of piraeus)
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.12681/eadd/19636
Subject(s) - volatility (finance) , financial economics , implied volatility , economics , volatility smile , volatility swap , market efficiency , efficient market hypothesis , stock market , paleontology , horse , biology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom