Sökning: "Bujar Huskaj"

Hittade 1 avhandling innehållade orden Bujar Huskaj.

  1. 1. Essays on VIX Futures and Options

    Detta är en avhandling från Department of Economics, Lund Universtiy

    Författare :Bujar Huskaj; Lund University.; Lunds universitet.; [2012]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NIG; Long memory; Futures; FIGARCH; FIAPARCH; Options; Realized volatility; VaR; VIX; Volume;

    Sammanfattning : This thesis consists of three essays on VIX futures and options, and deals with issues highly relevant to all financial markets, such as understanding the operation of markets and developing flexible and tractable pricing models for contracts traded in them. It consists of four chapters. LÄS MER