Sökning: "Henry Korba"

Hittade 1 uppsats innehållade orden Henry Korba.

  1. 1. The impact of extreme weather events on implied volatility functions of agricultural options

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Henry Korba; Samkele Leve; [2022]
    Nyckelord :;

    Sammanfattning : The main aim of this thesis is to investigate the impact of extreme weather events on implied volatility functions of agricultural commodity options at different levels of moneyness. The thesis used daily data of the implied volatilties of four major US agricultural commodities at three moneyness levels for the period starting 2017 to 2022. LÄS MER