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22
Mar 2018
9:14 AM +08
   

Dissertation Proposal ? An Analysis of Volatility in Financial Markets and Implied

Dissertation Proposal – An Analysis of Volatility in Financial Markets and Implied Option Prices
Executive Summary
The analysis and modelling of the volatility of stock markets is of critical importance for option pricing and risk management in different financial markets around the world today. The volatility of the UK, US and Japanese markets are chosen for investigation and an application within the Black and Scholes option pricing framework discussed. This proposal gives an outline of the literature, methodology and data to be used and an outline of the project structure. Read more
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