Description: Fixed Income Factors and the Implication's for Option Prices

Fixed Income Factors and the Implication's for Option Prices

Saved in:

Bibliographic Details
Main Author:	Vyas, Nirav Bipinchandra (Dissertant)
Other Authors:	Sadil, Vojtěch (Thesis advisor)
Format:	Manuscript
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.

Description
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