The impact of credit implied volatility on long term financial investments
The goal of this dissertation is to expose how the short and long term volatilities are different from one another. Volatility is an essential instrument in the financial world, the most frequently used volatility is calculated though the equity market. The volatility calculated this way has a short...
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| Format: | masterThesis |
| Language: | eng |
| Published: |
2020
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| Online Access: | http://hdl.handle.net/10071/19306 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/19306 |