Asset Pricing Implications of the Volatility Term Structure

Asset Pricing Implications of the Volatility Term Structure

This dissertation aims to investigate the asset pricing implications of the stock option's implied volatility term structure. We mainly focus on two directions: the volatility term structure of the market and the volatility term structure of individual stocks. The market volatility term...

Full description

Bibliographic Details
Main Author: Xie, Chen
Language:English
Published: 2015
Subjects:
Capitalism
Risk > Economic aspects
Stock exchanges
Stock price forecasting
Stocks > Prices
Assets (Accounting) > Prices
Finance
Commerce
Online Access:https://doi.org/10.7916/D8D79B6D

Internet

https://doi.org/10.7916/D8D79B6D

Similar Items