Optimization Analysis of Risk/Return of Large Equity Portfolios, Applying Option Strategies
This is a study of the risk/return characteristics of large equity portfolios, consisting of different option contracts. In times when there is nervousness present in the financial market, and the future prospects of the market are highly uncertain, the importance of appropriate mathematical models...
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| Format: | Others |
| Language: | English |
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Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag
2008
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9774 |