A Deterministic Volatility Function (DVF) Approach on S&P 500 Index Options
Author(s)
Song, Tianyi
Type
Thesis or dissertation
Version
Imperial Users only
Date Issued
2007
Date Awarded
2007
Format Extent
342183 bytes
Creator
Song, Tianyi
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance