Essays about: "Massimo Mastrantonio"

Found 1 essay containing the words Massimo Mastrantonio.

1. 1. The Impact of Derivatives Trading on the volatility of S&P500 and its implied volatility

   University essay from Göteborgs universitet/Graduate School

   Author : Massimo Mastrantonio; [2018-12-06]
   Keywords : ;

   Abstract : Research on the relationships between spot volatility and trading exchange in the financial markets has been and still is the heart of great attention by scholars of econo-metrics, finance and statistics. The purpose of this thesis is to examine the movements of the underlying spot volatility and the CBOE Volatility Index, known as VIX Index, in the American Stock exchange market after the introduction of linear and non-linear derivatives trading activities on the Standard & Poor’s 500. READ MORE