Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp013j3334436| Title: | Exploiting Crashophobia: A Study on Abnormally Steep Volatility Skews on American Equity Options in Declining Markets |
| Authors: | Gonzalez-Quintanilla, Fernando C. |
| Advisors: | Rudloff, Birgit |
| Department: | Operations Research and Financial Engineering |
| Class Year: | 2008 |
| Extent: | 44 Pages |
| Other Identifiers: | 21728 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp013j3334436 |
| Location : | 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. |
| Type of Material: | Princeton University Senior Theses |
| Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 |
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