Sökning: "Johannes Ackermann"
Hittade 1 uppsats innehållade orden Johannes Ackermann.
1. Assessing the Economic Value of Implied Volatility Estimates
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This thesis studies the value of implied volatility estimates for portfolio allocation under the modern portfolio theory (MPT) framework introduced by Markowitz and compares the pricing performances of several common option pricing models. The thesis consists of two parts. LÄS MER
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