Additional Metadata
Keywords Keywords: political risk premium; options; skewness; kurtosis; non-normality; FTSE 100; Gram-Charlier expansion; Black-Scholes
Thesis Advisor Versijp, P.J.P.M.
Persistent URL hdl.handle.net/2105/52598
Series Business Economics
Citation
Veldt, L.V.C. van der. (2020, September 25). Skewness and Kurtosis as Pricing Mechanism for the Political Risk Premium in FTSE 100 Index Options. Business Economics. Retrieved from http://hdl.handle.net/2105/52598