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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:"volatility surface shifts"" "subject:"olatility surface shifts""

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Filtered Historical SimulationValue at Risk for Options : A Dimension Reduction Approach to Model the VolatilitySurface Shifts

Gunnarsson, Fredrik January 2019 (has links)
No description available.
Volatility surface
Principle Component Analysis
Implied volatility
Value at Risk
Historical simulation
Volatility surface shifts
Dimension reduction
Options
Risk
Natural Sciences
Naturvetenskap

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