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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| 格式: | Thesis |
| 语言: | English |
| 出版: |
Kuantan, Pahang :
Kulliyyah of Science, International Islamic University Malaysia,
2016
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| 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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