JavaScript is disabled for your browser. Some features of this site may not work without it.
| dc.contributor.advisor | Nardon, Martina | it_IT |
| dc.contributor.author | Karahodzic, Zerina <1995> | it_IT |
| dc.date.accessioned | 2020-02-17 | it_IT |
| dc.date.accessioned | 2020-06-16T06:39:33Z | |
| dc.date.issued | 2020-03-06 | it_IT |
| dc.identifier.uri | http://hdl.handle.net/10579/16888 | |
| dc.description.abstract | This work begins with an evaluation of the Black-Scholes model. After identifying its peculiarities and weaknesses, particularly the use of a constant volatility parameter, more recent models used to assess volatility are considered. The main purpose of the thesis is the analysis of the index of fear, VIX index, based on model-free volatility. A practical analysis of this index is essential to understand the investment strategies involving VIX derivatives. | it_IT |
| dc.language.iso | en | it_IT |
| dc.publisher | Università Ca' Foscari Venezia | it_IT |
| dc.rights | © Zerina Karahodzic, 2020 | it_IT |
| dc.title | The evolution of volatility models: analysis of the VIX index | it_IT |
| dc.title.alternative | The evolution of volatility models. Analysis of the VIX index | it_IT |
| dc.type | Master's Degree Thesis | it_IT |
| dc.degree.name | Global development and entrepreneurship | it_IT |
| dc.degree.level | Laurea magistrale | it_IT |
| dc.degree.grantor | Dipartimento di Economia | it_IT |
| dc.description.academicyear | 2018/2019, sessione straordinaria | it_IT |
| dc.rights.accessrights | closedAccess | it_IT |
| dc.thesis.matricno | 853321 | it_IT |
| dc.subject.miur | SECS-P/11 ECONOMIA DEGLI INTERMEDIARI FINANZIARI | it_IT |
| dc.description.note | it_IT | |
| dc.degree.discipline | it_IT | |
| dc.contributor.co-advisor | it_IT | |
| dc.date.embargoend | 10000-01-01 | |
| dc.provenance.upload | Zerina Karahodzic (853321@stud.unive.it), 2020-02-17 | it_IT |
| dc.provenance.plagiarycheck | Martina Nardon (mnardon@unive.it), 2020-03-02 | it_IT |
