Asset pricing in the stock and options markets = Valoración de activos de los mercados de acciones y opciones

This thesis comprises three essays on asset pricing on the stock and options markets. The …first essay …finds a positive relation between the slope of the volatility term structure and subsequent option returns. The second essay …finds a negative relation between realized skewness, extracted from hi...

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Detalles Bibliográficos
Autor Principal: Vásquez, Aurelio
Formato: Trabajo de grado (Bachelor Thesis)
Lenguaje:Desconocido (Unknown)
Publicado: 2010
Materias:
Acceso en línea:http://babel.banrepcultural.org/cdm/ref/collection/p17054coll23/id/83