Book of Donmon Teith

We develop a new option pricing framework that tightly integrates with how institutional investors manage options positions. The framework starts with the near-

Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class. One of the most exciting areas of

We analyze the volatility risk premium by applying a modified two-pass Fama-MacBeth procedure to the returns of a large cross section of the returns of options

Bachelor Thesis from the year 2016 in the subject Business economics - General, grade: 1.7, University of Frankfurt (Main), language: English, abstract: Risk av