Volatility Risk Premium Adjusted Density Forecasts in Currency Options

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dc.contributorAalto Universityen
dc.contributorAalto-yliopistofi
dc.contributor.advisorLof, Matthijs
dc.contributor.authorHakulinen, Pasi
dc.contributor.departmentRahoituksen laitosfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2018-03-28T12:46:50Z
dc.date.available2018-03-28T12:46:50Z
dc.date.issued2017
dc.format.extent18
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/30445
dc.identifier.urnURN:NBN:fi:aalto-201803281912
dc.language.isoenen
dc.programmeRahoitusfi
dc.subject.keywordvolatility risk premiumen
dc.subject.keywordrisk-neutral densityen
dc.subject.keywordcurrency optionen
dc.subject.keywordrisk aversionen
dc.titleVolatility Risk Premium Adjusted Density Forecasts in Currency Optionsen
dc.typeG1 Kandidaatintyöfi
dc.type.ontasotBachelor's thesisen
dc.type.ontasotKandidaatintyöfi

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