Financial Time and Volatility

Authors	R.T. Peters
Supervisors	C.A.J. Klaassen
Cosupervisors	A.A. Balkema R.G. de Vilder
Award date	01-06-2004
Organisations	Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Document type	PhD thesis
Note	Research conducted at: Universiteit van Amsterdam
Downloads	Thesis Cover Titlepage Table of Contents Acknowledgments List of Figures List of Tables Chapter 1 Introduction Chapter 2 The Realized Volatility of the Main Dutch (AEX) Stock Index Chapter 3 Testing the diffusion model for the S&P500 Chapter 4 Shocks in the S&P500 Chapter 5 Nonconvergence in the Variation of the Hedging Strategy of a European Call Option References Nederlandse Samenvatting Curriculum Vitea Cover
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