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

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1. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-160344

Identifer	oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:umu-160344
Date	January 2019
Creators	Gunnarsson, Fredrik
Publisher	Umeå universitet, Institutionen för fysik
Source Sets	DiVA Archive at Upsalla University
Language	English
Detected Language	English
Type	Student thesis, info:eu-repo/semantics/bachelorThesis, text
Format	application/pdf
Rights	info:eu-repo/semantics/openAccess