Essays about: "Joar Mellström"
Found 1 essay containing the words Joar Mellström.
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1. Testing Extended Rules of Thumb for the Dynamics of Volatility Surfaces
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : It is a common practise to quote option prices using their BlackScholes implied volatility. A volatility surface describes an options implied volatility as a function of the strike price and time to maturity. It can be used as a tool for hedging but also valuation when prices are not directly observable. READ MORE
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