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Contribution Details

Type Master's Thesis
Scope Discipline-based scholarship
Title Correlation or Volatility? Empirical Analysis about the Correlation Risk Premium in Index Options in the Swiss Equity Markets
Organization Unit
Authors
  • Marius Bräm
Supervisors
  • Quan Zhang
  • Felix Kübler
Language
  • English
Institution University of Zurich
Faculty Faculty of Business, Economics and Informatics
Date 2017
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