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

Fixed Income Factors and the Implication's for Option Prices

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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.


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041			\|a eng
100	1		\|a Vyas, Nirav Bipinchandra \|4 dis
245	1	0	\|a Fixed Income Factors and the Implication's for Option Prices
246			\|a Fixed Income Factors and the Implications for Option Prices
260			\|c 2023
300			\|a 115 s.
500			\|a Studijní obor: Financial Markets and Technologies
500			\|a Studijní obor: Financial Markets and Technologies
500			\|a Ústav: Ústav financí a účetnictví
500			\|a Univerzita Tomáše Bati ve Zlíně. Fakulta managementu a ekonomiky
500			\|a Tomas Bata University in Zlín. Faculty of Management and Economics
506			\|a Bez omezení
653			\|a Implied volatility index
653			\|a bond futures market
653			\|a option prices
653			\|a fixed income risk factors
653			\|a short Condor strategy
653			\|a volatility strategy
653			\|a Light GBM model
653			\|a Implied volatility index
653			\|a bond futures market
653			\|a option prices
653			\|a fixed income risk factors
653			\|a short Condor strategy
653			\|a volatility strategy
653			\|a Light GBM model
655		4	\|a diplomová práce
700	1		\|a Sadil, Vojtěch \|4 ths
710	2		\|a Univerzita Tomáše Bati ve Zlíně. Fakulta managementu a ekonomiky \|4 dgg
710	2		\|a Tomas Bata University in Zlín. Faculty of Management and Economics \|4 dgg
856	4	0	\|u http://hdl.handle.net/10563/54575 \|y Plný text v Digitální knihovně UTB