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Contribution Details

Type Bachelor's Thesis
Scope Discipline-based scholarship
Title The relation between implied volatility and market returns: Is it possible to predict market movements with option price information?
Organization Unit
Authors
  • Roman Seiler
Supervisors
  • Per Nils Anders Östberg
Language
  • English
Institution University of Zurich
Faculty Faculty of Business, Economics and Informatics
Number of Pages 34
Date 2018
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