The objective here is to promote an exotic product in real time: futures on the Eurostoxx 50 realized dispersion index. To achieve this, it is necessary to define the best evaluation methodology: finding the right prices of stock options to generate a good layer of local volatility that can be reused later.
Research Paper (Fill out the form to download)
Enjoy the learning by reading bite-sized lessons followed by review questions. No prior experience is needed.
Enjoy the learning by reading bite-sized lessons followed by review questions. No prior experience is needed.
Melanion Capital SAS is an independent investment management company which is authorized and regulated by the AMF “Autorités des Marchés Financiers” under the number GP-13000020.
©️ 2024 Melanion Capital. All rights reserved
