The significance of the model-free implied volatility in option markets and the ability of option prices to foresee the shocks in financial markets
The response of option markets on investors´ expectations before and during the 2008 financial crisis
Modern Asset Pricing Theories and Their Applications: Financial Derivatives Pricing and Risk Management
24
JEM233 FinTech and Blockchain
Guest lecture: Value for money and assessment of public investments
Deadline for applications -UNC Kenan-Flagler
Research seminar: Gonul Colak (University of Sussex)
studujIES.cz
