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Author:

Ebeling, Brandon M

Title:

Investing Around Earnings Announcements: An Options-based Trading Strategy

Area of Honors:

Finance

Keywords:

finance
earnings announcement
options
straddle
strangle
PEAD
Post earnings announcement drift

File:

Download Thesis_Final.pdf

Thesis Supervisors:

James Alan Miles, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor
Timothy T Simin, Faculty Reader

Author:

Peterson, Dale Robert

Title:

A Comparison of Options Models in Times of Rising Market Volatility

Area of Honors:

Finance

Keywords:

options
black-scholes
binomial tree
monte carlo
finance
volatility
pricing
value

File:

Download Peterson_Dale_Thesis.pdf

Thesis Supervisors:

Timothy T Simin, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor
Dr. Joseph Randall Woolridge, Faculty Reader