Three Essays in Option Pricing: 1. Volatilities Implied by Price Changes in the S&P 500 Options and Futures Contracts 2. Price Changes in the S&P 500 Options and Futures Contracts: A Regression Analysis 3. Hedging Price Changes in the S&P 500 Options and Futures Contracts: The Effect of Different Measures of Implied Volatility
Year of publication: |
2008-11-19
|
---|---|
Authors: | Hilliard, Jitka |
Other Persons: | Eric T. Hillebrand (contributor) ; Ji-Chai Lin (contributor) ; Wei Li (contributor) ; Carlos V. Slawson (contributor) ; Jacquelyn Sue Moffitt (contributor) |
Publisher: |
LSU |
Subject: | Finance (Business Administration) |
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