Variance swap

Results: 70



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51Peter J¨ackel∗ and Christian Kahl† Hyp Hyp Hooray First version: This version:

Peter J¨ackel∗ and Christian Kahl† Hyp Hyp Hooray First version: This version:

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2010-01-04 18:59:06
52

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Source URL: media.wiley.com

Language: English - Date: 2014-04-14 07:16:10
53

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Source URL: media.wiley.com

Language: English - Date: 2014-04-14 07:16:10
54CREDIT BARRIER MODELS CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, OLIVER CHEN, AND ANDREI ZAVIDONOV A BSTRACT. The model introduced in this article is designed to provide a consistent representation for both the real-world an

CREDIT BARRIER MODELS CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, OLIVER CHEN, AND ANDREI ZAVIDONOV A BSTRACT. The model introduced in this article is designed to provide a consistent representation for both the real-world an

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:18
55SPECTRAL METHODS FOR VOLATILITY DERIVATIVES ´ CLAUDIO ALBANESE, HARRY LO, AND ALEKSANDAR MIJATOVIC Abstract. In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products,

SPECTRAL METHODS FOR VOLATILITY DERIVATIVES ´ CLAUDIO ALBANESE, HARRY LO, AND ALEKSANDAR MIJATOVIC Abstract. In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products,

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:26
56MOMENT METHODS FOR EXOTIC VOLATILITY DERIVATIVES CLAUDIO ALBANESE AND ADEL OSSEIRAN Abstract. The latest generation of volatility derivatives goes beyond variance and volatility swaps and probes our ability to price real

MOMENT METHODS FOR EXOTIC VOLATILITY DERIVATIVES CLAUDIO ALBANESE AND ADEL OSSEIRAN Abstract. The latest generation of volatility derivatives goes beyond variance and volatility swaps and probes our ability to price real

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:23
57King’s College London University Of London This paper is part of an examination of the College counting towards the award of a degree. Examinations are governed by the College Regulations under the authority of the Aca

King’s College London University Of London This paper is part of an examination of the College counting towards the award of a degree. Examinations are governed by the College Regulations under the authority of the Aca

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:37
58King’s College London University Of London This paper is part of an examination of the College counting towards the award of a degree. Examinations are governed by the College Regulations under the authority of the Aca

King’s College London University Of London This paper is part of an examination of the College counting towards the award of a degree. Examinations are governed by the College Regulations under the authority of the Aca

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:27
59OPTIMAL HEDGING OF VARIANCE DERIVATIVES JOHN CROSBY Abstract. We examine the optimal hedging of derivatives written on realised variance, focussing principally on variance swaps (but, en route, also considering skewness

OPTIMAL HEDGING OF VARIANCE DERIVATIVES JOHN CROSBY Abstract. We examine the optimal hedging of derivatives written on realised variance, focussing principally on variance swaps (but, en route, also considering skewness

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2012-05-11 11:12:47
60Variance Swaps and Volatility Derivatives John Crosby Glasgow University My website is: http://www.john-crosby.co.uk

Variance Swaps and Volatility Derivatives John Crosby Glasgow University My website is: http://www.john-crosby.co.uk

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2009-06-24 09:16:33