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Author:Miettinen, Antti Aarne
Title:Implisiittinen volatiliteetti ja teknologiayrityksen optioiden hinnoittelun tehokkuus
Implied volatility and derivatives market efficiency on the call options of a technology company
Publication type:Master's thesis
Publication year:2000
Pages:79      Language:   fin
Department/School:Tuotantotalouden osasto
Main subject:Sovellettu matematiikka   (Mat-2)
Supervisor:Salo, Ahti
Instructor:Peiponen, Pekka
Digitized copy: https://aaltodoc.aalto.fi/items/c4123339-1c8b-49b1-b1a6-0d28097acf8a
OEVS:
Digitized archive copy is available in Aaltodoc
Location:P1 Ark Aalto  9089   | Archive
Keywords:implied volatility
market efficiency
option pricing
implisiittinen volatiliteetti
markkinoiden tehokkuus
optiohinnoittelu
ED:2000-07-03
INSSI record number: 15647
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