The Relationship Between Implied and Realized Volatility
| Data(s) |
20/12/2007
20/12/2007
29/11/2007
|
|---|---|
| Resumo |
The paper studies the relationship between implied volatility and realized volatility by utilizing regression analysis and correlations. |
| Identificador |
http://www.doria.fi/handle/10024/32999 URN:NBN:fi-fe20072147 |
| Idioma(s) |
fi |
| Palavras-Chave | #Implied volatility |
| Tipo |
Kandityö Bachelor's thesis |
