Princeton University Library Catalog

Volatile Volatility? Examining the B-S Constant Volatility Assumption for Long-Term Index Options

Author/​Artist:
Moberg, James W. [Browse]
Format:
Senior thesis
Language:
English
Advisor(s):
Brunnermeier, Markus [Browse]
Department:
Princeton University. Department of Economics [Browse]
Class year:
2003
Description:
57 Pages
Restrictions note:
This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.