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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
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
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2017

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