Volatility Forecasting in the Swedish Warrant Market
Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Volatility is one of the most vital variables in the financial market. It is used in portfolio management and pricing of derivatives. The risk measurement used in different financial theories is the standard deviation, in other words volatility. In the warrant markets, future volatility must be predicted to price the warrants and this process of estimating future volatility is the examination area of the study.
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IdentifiersURN: urn:nbn:se:su:diva-3393OAI: oai:DiVA.org:su-3393DiVA: diva2:192672