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Implied volatility surface: a look into the Index Option Smirk and its explanation using the Multifactor stochastic Volatility Model
Author(s)
Hor, Wei Hann
Type
Dissertation
Version
Imperial Users only
Date Issued
2008
Date Awarded
2008
URI
Format Extent
807507 bytes
Creator
Hor, Wei Hann
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering