An Empirical Study on the Implied Volatility of FTSE 100 Index Options

An Empirical Study on the Implied Volatility of FTSE 100 Index Options
Author: Yue Liu
Publisher:
Total Pages:
Release: 2004
Genre:
ISBN:
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An Empirical Study on the Implied Volatility of FTSE 100 Index Options
Language: en
Pages:

An Empirical Study on the Implied Volatility of FTSE 100 Index Options

Authors: Yue Liu
Categories:
Type: BOOK - Published: 2004 - Publisher:

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The Information Content of Implied Volatility: an Empirical Study of the FTSE 100 Stock Index Options
Language: en
Pages:

The Information Content of Implied Volatility: an Empirical Study of the FTSE 100 Stock Index Options

Authors: Charalambos Vovos
Categories:
Type: BOOK - Published: 1999 - Publisher:

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FTSE-100 Implied Volatility Index
Language: en
Pages: 64

FTSE-100 Implied Volatility Index

Authors: Nelson Areal
Categories:
Type: BOOK - Published: 2008 - Publisher:

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Three different methodologies to construct the UK implied volatility index (VFTSE) are suggested using high-frequency data on FTSE-100 index options. We conside
An Empirical Study of Implied Volatility in Australian Index Option Markets
Language: en
Pages: 115

An Empirical Study of Implied Volatility in Australian Index Option Markets

Authors: Qianqian Yang
Categories: Options (Finance)
Type: BOOK - Published: 2006 - Publisher:

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Pricing Ftse 100 Index Options Under Stochastic Volatility
Language: en
Pages: 30

Pricing Ftse 100 Index Options Under Stochastic Volatility

Authors: Yueh-Neng Lin
Categories:
Type: BOOK - Published: 1999 - Publisher:

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Results from the ARCH/GARCH literature and studies of implied volatility clearly show that volatility changes over time. This paper investigates the improvement