private tmp tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.ps - Variance swap - Document - PDFSEARCH.IO

First Page		Document Content
Date: 2016-07-08 02:32:22 Mathematical finance Economy Applied mathematics Finance Volatility Stochastic volatility Variance swap Implied volatility Variance risk premium Financial economics Skewness risk Option		/private/tmp/tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.ps Add to Reading List Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 3,02 MB Share Document on Facebook

	The price of variance risk Ian Dew-Becker, Stefano Giglio, Anh Le, and Marius Rodriguez∗ November 12, 2014 Abstract The average investor in the variance swap market is indifferent to news about future DocID: 1rrOx - View Document
	Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty DocID: 1rfOt - View Document
	/private/tmp/tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.ps DocID: 1qv7V - View Document
	Microsoft Word - Volatility-of-volatility Risk in Asset Pricing_tfc_1122 DocID: 1qasz - View Document
	Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡ DocID: 1p7si - View Document