The Investigation of Implied Volatility for the FTSE100 Index Options: A Computational Approach
The aim of this study is to present a framework to model the implied volatility of the FTSE 100 index options with real time market data, and to present a prototype software that implements this framework. This dissertation seeks to combine the computational knowledge and option pricing literature,...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2009
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| Online Access: | https://eprints.nottingham.ac.uk/23210/ |