Volatility Risk Premium in Emerging Market Currency Options

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dc.contributorAalto Universityen
dc.contributorAalto-yliopistofi
dc.contributor.advisorPuttonen, Vesa
dc.contributor.authorLee, Niki
dc.contributor.departmentRahoituksen laitosfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2017-03-15T14:31:43Z
dc.date.available2017-03-15T14:31:43Z
dc.date.issued2017
dc.ethesisid14920
dc.format.extent68
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/24794
dc.identifier.urnURN:NBN:fi:aalto-201703152911
dc.language.isoenen
dc.locationP1 Ifi
dc.programmeFinanceen
dc.subject.heleconrahoitusfi
dc.subject.heleconvaluuttafi
dc.subject.heleconriskifi
dc.subject.heleconrahoitusmarkkinatfi
dc.subject.heleconarvopaperimarkkinatfi
dc.subject.keywordforeign exchangeen
dc.subject.keywordvolatilityen
dc.subject.keywordrisk premiumen
dc.subject.keywordemerging marketsen
dc.subject.keywordOTC derivatives marketen
dc.subject.keyworddelta-neutral straddleen
dc.titleVolatility Risk Premium in Emerging Market Currency Optionsen
dc.typeG2 Pro gradu, diplomityöfi
dc.type.ontasotMaster's thesisen
dc.type.ontasotMaisterin opinnäytefi
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