Mathematics applied to finance: Regularities in the VIX and the distribution of option's payoff
This thesis presents three applications of Mathematics to Finance, from the empirical to the analytic level. The first part shows how the CBOE's market volatility index (VIX) has seasonal movements, using several statistical and econometrical tools. These tools complement each other. The app...
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| Language: | en |
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University of Canterbury. Mathematics
2010
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| Online Access: | http://hdl.handle.net/10092/4324 |