Volatility Risk Premium in Emerging Market Currency Options

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dc.contributor Aalto University en
dc.contributor Aalto-yliopisto fi
dc.contributor.advisor Puttonen, Vesa
dc.contributor.author Lee, Niki
dc.date.accessioned 2017-03-15T14:31:43Z
dc.date.available 2017-03-15T14:31:43Z
dc.date.issued 2017
dc.identifier.uri https://aaltodoc.aalto.fi/handle/123456789/24794
dc.format.extent 68
dc.language.iso en en
dc.title Volatility Risk Premium in Emerging Market Currency Options en
dc.type G2 Pro gradu, diplomityö fi
dc.contributor.school Kauppakorkeakoulu fi
dc.contributor.school School of Business en
dc.contributor.department Rahoituksen laitos fi
dc.subject.keyword foreign exchange en
dc.subject.keyword volatility en
dc.subject.keyword risk premium en
dc.subject.keyword emerging markets en
dc.subject.keyword OTC derivatives market en
dc.subject.keyword delta-neutral straddle en
dc.identifier.urn URN:NBN:fi:aalto-201703152911
dc.type.ontasot Master's thesis en
dc.type.ontasot Maisterin opinnäyte fi
dc.programme Finance en
dc.subject.helecon rahoitus fi
dc.subject.helecon valuutta fi
dc.subject.helecon riski fi
dc.subject.helecon rahoitusmarkkinat fi
dc.subject.helecon arvopaperimarkkinat fi
dc.ethesisid 14920
dc.location P1 I fi


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