The Relative Information Content of Implied Volatility and Realized Volatility in the Advent of a Financial Crisis
Author(s)
Koka, Sandi
Type
Thesis or dissertation
Version
Imperial Users only
Date Issued
2014
Date Awarded
2014
Creator
Koka, Sandi
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
Masters in Risk Management