This paper studies the behavior of the smile in the Warsaw Stock Exchange (WSE) during the volatile summer of 2011.We investigate the volatility smile derived from liquid call and put options on the Polish WIG20 index which option series expired on September 2011. In this period, the polish...

This paper studies the behavior of the smile in the Warsaw Stock Exchange (WSE) during the volatile summer of 2011.We investigate the volatility smile derived from liquid call and put options on the Polish WIG20 index which option series expired on September 2011. In this period, the polish...

This paper studies the behavior of the smile in the Warsaw Stock Exchange (WSE) during the volatile summer of 2011.We investigate the volatility smile derived from liquid call and put options on the Polish WIG20 index which option series expired on September 2011. In this period, the polish...

In the last decade we have witnessed a growing amount of interest for developing better "exchange" between universities, research centres and technology parks and companies, governments and other institutions. The biggest aim of those projects is, on the one hand, to make sure that valuable...

In the last decade we have witnessed a growing amount of interest for developing better "exchange" between universities, research centres and technology parks and companies, governments and other institutions. The biggest aim of those projects is, on the one hand, to make sure that valuable...