Fixed Income Factors and the Implication's for Option Prices

• Main Author: Vyas, Nirav Bipinchandra (Dissertant)
• Other Authors: Sadil, Vojtěch (Thesis advisor)
• Format: Manuscript Book
• Language: English
• Published: 2023
• Subjects: Implied volatility index; bond futures market; option prices; fixed income risk factors; short Condor strategy; volatility strategy; Light GBM model; diplomová práce
• Physical Description: 115 s.
• Item Description: Studijní obor: Financial Markets and Technologies; Studijní obor: Financial Markets and Technologies; Ústav: Ústav financí a účetnictví; Univerzita Tomáše Bati ve Zlíně. Fakulta managementu a ekonomiky; Tomas Bata University in Zlín. Faculty of Management and Economics
• Access: Bez omezení