1. Investing Around Earnings Announcements: An Options-based Trading Strategy Open Access Author: Ebeling, Brandon M Title: Investing Around Earnings Announcements: An Options-based Trading Strategy Area of Honors: Finance Keywords: financeearnings announcementoptionsstraddlestranglePEADPost earnings announcement drift File: Download Thesis_Final.pdf Thesis Supervisors: James Alan Miles, Thesis SupervisorJames Alan Miles, Thesis Honors AdvisorTimothy T Simin, Faculty Reader
2. A Comparison of Options Models in Times of Rising Market Volatility Open Access Author: Peterson, Dale Robert Title: A Comparison of Options Models in Times of Rising Market Volatility Area of Honors: Finance Keywords: optionsblack-scholesbinomial treemonte carlofinancevolatilitypricingvalue File: Download Peterson_Dale_Thesis.pdf Thesis Supervisors: Timothy T Simin, Thesis SupervisorDr. Brian Spangler Davis, Thesis Honors AdvisorDr. Joseph Randall Woolridge, Faculty Reader