Skip navigation
Please use this identifier to cite or link to this item:
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, 2000-2016

Files in This Item:
There are no files associated with this item.

Items in Dataspace are protected by copyright, with all rights reserved, unless otherwise indicated.