Essays about: "Dennis Elgegren"
Found 1 essay containing the words Dennis Elgegren.
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1. Smile! It increases your face value
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis examines some of the multiple variations of the previously established Rules of Thumb; which are used in attempting to explain implied volatility sur- faces. Here, these Rules are extensively tested on the Swedish stock market index (OMXS30) using rolling window analysis and linear stepwise regressions with for- ward selection. READ MORE
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