Sökning: "implied risk neutral density function"
Hittade 1 uppsats innehållade orden implied risk neutral density function.
1. The Relation between information in option prices and short term market return
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Abstract The purpose of this thesis is to analyze if implied volatility and the implied risk neutral density function can predict short term market return of the Swedish OMX-index. To study the relation between information in option prices and short term market return I perform and OLS-regression with the market return as dependent variable. LÄS MER
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