- document
-
Oostdam, Oskar Oostdam (author)The VIX index, which is the expected volatility of the S&P 500 index in 30 days, is of interest to a lot of investors on the US financial market. Allowing the volatility of the financial market to be used as a trading tool gives rise to interesting investment opportunities, such as hedging and speculation. In this thesis we will be creating...master thesis 2021