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Trading volatility
Trading strategies based on the VIX term
structure
Oskar Fransson, Henrik Mark Almqvist
Department of Business Administration
International Business Program
Bachelor Thesis, 15 Credits, Spring 2020
Supervisor: Irina Alexeyeva
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Acknowledgement
We would like to thank our supervisor Irina Alexeyeva for her support and feedback
throughout the process of writing this thesis.
UmeƄ University, May 2020
Henrik Mark-Almqvist
Oskar Fransson
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