Sökning: "Maria Kozyreva"

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  1. 1. How reliable is implied volatility A comparison between implied and actual volatility on an index at the Nordic Market

    Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

    Författare :Maria Kozyreva; [2007]
    Nyckelord :implied volatility; the CBOE Volatility Index; VIX ;

    Sammanfattning : Volatility forecast plays a central role in the financial decision making process. An intrinsic purpose of any investor is profit earning. For that purpose investors need to estimate the risk. One of the most efficient methods to this end is the volatility estimation. LÄS MER