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dc.contributor.advisorΖαπράνης, Αχιλλέαςel
dc.contributor.advisorZapranis, Achilleasen
dc.contributor.authorΙωαννίδης, Ελευθέριοςel
dc.contributor.authorIoannidis, Eleftheriosen
dc.descriptionΔιπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2013.el
dc.description.abstractThis thesis provides a broad overview of the evolution that has been made in the fields of volatility forecasting and derivatives pricing. The most common volatility forecasting models are described, in addition with derivatives pricing methods. The academic bibliography of volatility indices is also presented. The principal aim of this thesis is to provide for the first time a complete and comprehensive literature review of all publicly available volatility indices, which are considered the most important tools for volatility forecasts, but also for risk management and portfolio management as well. In the next pages, the kinds of volatility indices, their calculation processes and their practical applications are discussed.en
dc.format.extent1959265 bytes-
dc.publisherΠανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημώνel
dc.subjectVolatility forecastingen
dc.subjectVolatility indicesen
dc.subjectDerivatives pricingen
dc.subjectPortfolio managementen
dc.titleVolatility forecasting and volatility indices: a comprehensive review and practical applications in finacial derivatives pricing and portfolio management.en
dc.typeElectronic Thesis or Dissertationen
dc.contributor.departmentΔιατμηματικό Πρόγραμμα Μεταπτυχιακών Σπουδών στη Διοίκηση Επιχειρήσεωνel
Appears in Collections:ΔΠΜΣ Διοίκηση Επιχειρήσεων (M)

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