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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
131

Assessing differences between commodity futures and stocks of commodity companies during inflation

Dowdy, Terry. January 1900 (has links)
Thesis (Ph.D.)--Northcentral University, 2008. / Adviser: William Shriner. Includes bibliographical references.
132

The hedging role of options and futures with mismatched currencies /

Yan, Chi-kwan. January 2000 (has links)
Thesis (M. Econ.)--University of Hong Kong, 2000. / Includes bibliographical references (leaf 28).
133

The hedging role of options and futures with mismatched currencies

Yan, Chi-kwan. January 2000 (has links)
Thesis (M.Econ.)--University of Hong Kong, 2000. / Includes bibliographical references (leaves 28). Also available in print.
134

Hedging foreign exchange risk with portfolio insurance strategies

Conover, James Allen, January 1989 (has links)
Thesis (Ph. D.)--Texas A & M University, 1989. / Vita. Includes bibliographical references (leaves 241-252).
135

A study of the implied volatility function evidence from Hang Seng Index options market in Hong Kong /

Shi, Qi, January 2005 (has links)
Thesis (M. Phil.)--University of Hong Kong, 2005. / Title proper from title frame. Also available in printed format.
136

Central bank holdings of foreign exchange reserves why have they grown so fast? /

Gantt, Ryan Preston. January 2010 (has links) (PDF)
Thesis (MS)--Montana State University--Bozeman, 2010. / Typescript. Chairperson, Graduate Committee: Douglas J. Young. Includes bibliographical references (leaves 62-65).
137

Messung und Prognose von Volatilitäten am Beispiel des DAX-Index /

Sautter, Jörg. January 1996 (has links)
Zugl.: Frankfurt (Main), Hochsch. für Bankwirtschaft, Diplomarbeit.
138

Instant calibration to the stochastic volatility LIBOR market model /

Au, Chi Kwong. January 2008 (has links)
Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2008. / Includes bibliographical references (leaves 79-80).
139

A study of forecasting performance of alternative option pricing models on option return and market volatility

Ou, Jitao 20 August 2018 (has links)
In this thesis, we investigate the forecasting problem for option return and future volatility in financial market. The first part of this thesis is to study the option return skewness effect and the negative correlation between asset return and volatility. We propose a measure of ex-ante measure of option return skewness which accommodates the negative return-volatility relationship in asset returns. We investigate how time-to-expiration and moneyness affect the skewness and return of an option. Furthermore, we show that our proposed measure has extra benefits in forecasting option returns. In the second part, we test the information contents of implied volatility derived from stochastic volatility option pricing model and also examine the potential benefit of including the model's implied volatility of volatility in forecasting future volatility and volatility risk premium. Our study finds that the inclusion of volatility of volatility factor has significantly reduced the downward bias of the slope coefficients. Most importantly, the ex-ante volatility of volatility has significant predictive power on the ex-post volatility premium. In the third part, we study the incremental benefit of adding skewness in predicting future realized volatility. The study finds that consistent with the empirical findings in the first part, realized volatility is negatively related to their skewness measure which provides a downward adjustment of the implied volatility forecast.
140

Analysis of financial futures and aplication

Javor, Hynek January 1997 (has links)
No description available.

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