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http://arks.princeton.edu/ark:/88435/dsp01c247dv283
Title: | The Volatile Nature of Mergers: A Study of Merger-Induced Volatility Shifts and Their Impact on Call Option Pricing |
Authors: | Cross, Sarah Elizabeth |
Advisors: | Sircar, Ronnie |
Department: | Operations Research and Financial Engineering |
Class Year: | 2002 |
Extent: | 112 Pages |
Other Identifiers: | 15182 |
URI: | http://arks.princeton.edu/ark:/88435/dsp01c247dv283 |
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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