2012 Fiscal Year Final Research Report
A general study on functions and regulations of advanced derivatives.
| Project/Area Number |
22530311
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Public finance/Monetary economics
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| Research Institution | Meiji Gakuin University |
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Principal Investigator |
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| Project Period (FY) |
2010 – 2012
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| Keywords | ファイナンス |
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| Research Abstract |
The implied volatility index has recently gathered wide attention from the viewpoint of national economy as well as financial markets. We have developed a new method of estimating the index and released it on the web, which attracted both researchers and business practitioners in the world
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