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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp018g84mp43z
Title: Does Volatility Pay? An Analysis of VIX Trading Strategies Using Simulation
Authors: Freifeld, David Jesse
Advisors: Papanicolaou, Andrew
Department: Operations Research and Financial Engineering
Class Year: 2011
Extent: 111 Pages
Other Identifiers: 25825
URI: http://arks.princeton.edu/ark:/88435/dsp018g84mp43z
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, 2000-2016

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