Implied adjusted voladility functions : empirical evidence using Australian index options /

Implied adjusted voladility functions : empirical evidence using Australian index options /

Volatility implied by an option pricing model is seen as the market participants' assessment of volatility. With the implied volatility as a significant aspect particularly in option valuation, this study examines the implied volatility smiles and term structures in the Australian Standard and...

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书目详细资料
主要作者:	Hanani Farhah binti Harun
格式:	Thesis
语言:	English
出版:	Kuantan, Pahang : Kulliyyah of Science, International Islamic University Malaysia, 2016
主题:	Theses, IIUM local
在线阅读:	Click here to view 1st 24 pages of the thesis. Members can view fulltext at the specified PCs in the library.
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