An Empirical Study of Implied Volatility in Australian Index Option Markets

An Empirical Study of Implied Volatility in Australian Index Option Markets
Author: Qianqian Yang
Publisher:
Total Pages: 115
Release: 2006
Genre: Options (Finance)
ISBN:


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An Empirical Study of Implied Volatility in Australian Index Option Markets
Language: en
Pages: 115
Authors: Qianqian Yang
Categories: Options (Finance)
Type: BOOK - Published: 2006 - Publisher:

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Implied Adjusted Voladility Functions
Language: en
Pages:
Authors: Hanani Farhah binti Harun
Categories:
Type: BOOK - Published: 2016 - Publisher:

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The Implied Volatility of Index Options
Language: en
Pages: 406
Authors: Hassan Tanha
Categories:
Type: BOOK - Published: 2011 - Publisher:

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This thesis is a study of the implied volatility component of the Black and Scholes option-pricing model. A recurring finding in the thesis is that in-the-money
The Implied Volatility of Australian Index Options
Language: en
Pages: 37
Authors: Sean Dowling
Categories:
Type: BOOK - Published: 2008 - Publisher:

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We construct a new measure of Australian stock market volatility based on the implied volatility of Samp;P/ASX Index options. Dubbed the Australian Market Volat
The Information Content of Implied Volatility: an Empirical Study of the FTSE 100 Stock Index Options
Language: en
Pages:
Authors: Charalambos Vovos
Categories:
Type: BOOK - Published: 1999 - Publisher:

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