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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.

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Spelling suggestions: "subject:"implied volitility"" "subject:"implied voliatility""

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A Study on Risk-measuring Methodology Concerning Volitility For Portfolio That Includes Options

Lo, Shang-ping 15 February 2005 (has links)
none
VaR
Portfolio
Full Model
Option
Diagonal Model
Implied Volitility
Delta
SPAN

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