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Pricing and hedging in the VIX derivative market
R. Kozarski
Research Group: Econometrics
Econometrics and OR
Research output
:
Thesis
›
Doctoral Thesis
1849
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Dive into the research topics of 'Pricing and hedging in the VIX derivative market'. Together they form a unique fingerprint.
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Keyphrases
Hedging
100%
Derivative Markets
100%
VIX Derivatives
100%
Hedging Performance
100%
Payoff
50%
Model Estimation
50%
Pricing Performance
50%
Complex Design
50%
Performance Assessment
50%
Market Information
50%
Parametric Structure
50%
Developing Model
50%
Economics, Econometrics and Finance
Hedging
100%
Pricing
100%
Derivatives Market
100%
Information Market
25%