Volatility Risk Premium in Emerging Market Currency Options
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Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Ask about the availability of the thesis by sending email to the Aalto University Learning Centre oppimiskeskus@aalto.fi
Author
Date
2017
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
68
Series
Description
Thesis advisor
Puttonen, VesaKeywords
foreign exchange, volatility, risk premium, emerging markets, OTC derivatives market, delta-neutral straddle
