Essays about: "Johan Blomkvist"
Found 1 essay containing the words Johan Blomkvist.
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1. Predicting the smile: A study on the properties of the volatility surface of S&P Composite 500 Index option
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The classic Black-Scholes model on option pricing from 1973 has been a widely debated and scrutinized theory over the past decades. Despite its proved limitations and simplifications, it remains as the most used pricing model of public traded options today. READ MORE
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