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Correlation swap
Updated Trading Participants' Trading Manual
Three Essays on Variance Risk and Correlation Risk
Fast Monte Carlo Simulation for Pricing Covariance Swap Under Correlated Stochastic Volatility Models Junmei Ma, Ping He
Variance Risk: a Bird's Eye View
Correlation Risk and the Cross Section of Hedge Fund Returns
Options Trading
October 4, 2017 Extent, the Dividend Acts Like an Anchor, Slowing the Stock Down
Equity Correlation
Equity Correlation Swaps: a New Approach for Modelling & Pricing Columbia University — Financial Engineering Practitioners Seminar
Introduction to Variance Swaps
Correlation Trading Strategies – Opportunities and Limitations
A Proposal for Multi-Asset Generalised Variance Swaps
Arbitrage Pricing of Equity Correlation Swaps
Albanese, C., 285 Altman E., 61 Andersen, L., 134 Anderson, M., 65
Valuation and Hedging of Correlation Swaps
Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model
Modeling Financial Swaps and Geophysical Data Using The
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FX Options and Structured Products 2E
Trading Option Greeks 2Nd Ed.Pdf
GRID Notional and Tenor Survey Results
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A Square Root Process for Modelling Correlation
Variance Dispersion and Correlation Swaps
Equity Derivatives Contacts
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Some Clues About Dispersion Trades Why the Implied Correlation of Dispersion Has to Be Higher Than the Correlation Swap Strike
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Equity Correlation Swaps: a New Approach for Modelling & Pricing 14Th Annual CAP Workshop on Derivative Securities and Risk Management New York City
The Correlation Risk Premium: International Evidence
A New Approach for Modelling and Pricing Correlation Swaps
The Correlation Risk Premium: Term Structure and Hedging
Encyclopedia Quantitative Finance
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P2.T5. Market Risk Measurement & Management Gunter Meissner
2014 Glossary of Financial Terms