Browsing Μεταπτυχιακές εργασίες / Master Theses by Keywords "volatility"

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  • Derivatives market before and after the financial crisis.

    H.M.U., MSc in MBA for Engineers
    Authors: Georgakis, Spyridon
    Thesis advisor: Floros, Christos
    Publication Date: 2020-10-19
    Volatility in financial markets plays a very important role in making or wrecking the fortunes of investors. The study of volatility has attracted growing attention by researchers and policy makers since it is a measurement ...

  • Financial risk management with calculating methods.

    H.M.U., School of Management and Economic Sciences (SMES) MSc in Accounting and Auditing
    Authors: Papadakis, Charalampos
    Thesis advisor: Floros, Christos
    Publication Date: 2020-05-12
    The volatility of stock markets is a research field that has been the focus of most financial economics for the last forty years. Following the 2008 global economic downturn, there is a greater need for volatility estimation ...

  • Danger and volatility in commodities.

    H.M.U., School of Management and Economic Sciences (SMES), MSc in Financial Management
    Authors: Savvakis, Michail
    Thesis advisor: Floros, Christos
    Publication Date: 2023-06-30
    The objective of this thesis is to analyze the seasonality of the volatility of commodity prices, through models to estimate their returns. More specifically, it examines whether the change in commodity prices is due either ...

  • Risk and seasonality in stock markets.

    H.M.U., School of Management and Economic Sciences (SMES), MSc in Financial Management
    Authors: Schoinoplokaki, Paraskevi
    Thesis advisor: Floros, Christos
    Publication Date: 2021-06-22
    The present study examines the risk and seasonality presented in stock prices through volatility and returns estimation models. Specifically, the research is conducted on dominant stock indices and volatility indices of ...