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Introduction

In recent years, financial markets have experienced increased turbulence and volatility due to various factors such as economic uncertainty, geopolitical tensions, and technological advancements. This volatility poses significant challenges for investors and financial institutions in pricing financial instruments, particularly options. Option pricing in turbulent markets has become a crucial area of study for researchers and practitioners in the field of finance.

This thesis aims to explore the complexities of option pricing in turbulent markets and provide insights into how investors can effectively manage risk in such environments. By examining the impact of turbulence on option pricing models and strategies, this research will contribute to the existing literature on financial risk management and derivative pricing.

Chapter 1: Introduction
1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of study
1.5 Limitation of study
1.6 Scope of study
1.7 Significance of study
1.8 Structure of the Thesis
1.9 Definition of terms

Chapter 2: Literature Review
2.1 Historical perspective on option pricing
2.2 Traditional option pricing models
2.3 Option pricing in turbulent markets
2.4 Impact of volatility on option pricing
2.5 Alternative option pricing models
2.6 Risk management strategies for turbulent markets
2.7 Empirical studies on option pricing in turbulent markets
2.8 Critiques of existing option pricing models
2.9 Behavioral aspects of option pricing
2.10 Summary of literature review

Chapter 3: Research Methodology
3.1 Research design
3.2 Data collection methods
3.3 Sampling techniques
3.4 Data analysis techniques
3.5 Research variables
3.6 Hypothesis development
3.7 Research limitations
3.8 Ethical considerations

Chapter 4: Discussion of Findings
4.1 Analysis of empirical results
4.2 Comparison of alternative option pricing models
4.3 Implications for risk management
4.4 Recommendations for investors and financial institutions
4.5 Future research directions

Chapter 5: Conclusion and Summary
5.1 Summary of key findings
5.2 Conclusions
5.3 Contributions to existing literature
5.4 Practical implications
5.5 Limitations of the study
5.6 Suggestions for future research

Thesis Overview on Option Pricing in Turbulent Markets

The pricing of financial options has been a topic of interest for researchers and practitioners in the field of finance for many years. However, with the increasing turbulence and volatility in financial markets, the traditional option pricing models may not be adequate to capture the complexities of option pricing in such environments. This thesis aims to address this gap in the literature by examining the impact of turbulence on option pricing models and strategies.

The first chapter of the thesis provides an introduction to the research topic, including the background of the study, problem statement, objectives, limitations, scope, significance, structure, and definition of key terms. The second chapter reviews the existing literature on option pricing, focusing on traditional models, alternative models, risk management strategies, empirical studies, critiques, and behavioral aspects. The third chapter details the research methodology, including the research design, data collection methods, sampling techniques, analysis techniques, variables, hypotheses, limitations, and ethical considerations.

In the fourth chapter, the findings of the research are discussed, including the analysis of empirical results, comparison of alternative models, implications for risk management, recommendations for investors and financial institutions, and suggestions for future research. The final chapter presents the conclusions and summary of the thesis, highlighting the key findings, contributions to the literature, practical implications, limitations, and avenues for further research.

Overall, this thesis aims to provide a comprehensive understanding of option pricing in turbulent markets and offer valuable insights for investors and financial institutions looking to navigate the complexities of pricing options in volatile environments.

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