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Essays on option-implied information
- Author / Creator
- Available as
- Physical
Details
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- Creator
- Sami Vähämaa
- Format
- Books
- Language
- English
- Publication
-
- Vasa : Universitas Wasaensis, 2004
- Series
- Physical Details
-
- 137 pages : illustrations ; 25 cm
- ISBNs
- 9789524760645, 9524760649
- OCLC
- ocm57185299
- Thesis (doctoral)--University of Vaasa, 2004.
- Includes bibliographical references.
- Introduction -- Delta hedging with the smile -- Skewness and kurtosis adjusted Black-Scholes model -- Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB -- Implied volatility linkages among major European currencies