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Variance swap
Arithmetic Variance Swaps
Further Developments in Volatility Derivatives Modeling
Credit Derivatives Handbook
Volatility As Investment - Crash Protection with Calendar Spreads of Variance Swaps
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
The Price of Interest Rate Variance Risk and Optimal Investments in Interest Rate Derivatives
Variance Swap Payoffs, Risk Premia and Extreme Market Conditions
Local Volatility, Stochastic Volatility and Jump-Diffusion Models
Stochastic Volatility
NBER WORKING PAPER SERIES SIMPLE VARIANCE SWAPS Ian Martin Working Paper
Interest Rate Variance Swaps and the Pricing of Fixed Income Volatility B Y ANTONIO MELE a ND Y OSHIKI O BAYA SHI
Variance Swaps
The Definitions Set Forth in the CFTC Swaps Report Data Dictionary Are
Trading Volatility: What Does This Mean?
A Comparison of Tail Risk Protection Strategies in the U.S. Market Robert Benson, CFA Senior Quantitative Research Analyst, Advanced Research Center Ssga Robert K
Volatility and Variance Swaps a Comparison of Quantitative Models to Calculate the Fair Volatility and Variance Strike
Variance Swap Volatility Dispersion
Introduction to Variance Swaps
Top View
Variance Swaps, Gamma Swaps, VIX, and VVIX
Disclosure Annex for Commodity Derivative Transactions
Volatility Markets Consistent Modeling, Hedging and Practical Implementation
Credit Default Swap Spreads and Variance Risk Premia∗
Realized Volatility and Variance: Options Via Swaps
Volatility Derivatives
The Irony in the Variance Swaps Elie Ayache
Eindhoven University of Technology MASTER Pricing Variance Swap with Heston Model Gong, X
Credit Variance Risk Premiums
Modeling of Variance Swap and Improved Control Variate for Monte Carlo Method
Consistent Modeling of SPX and VIX Options
Variance Swaps
Derivative Pricing in Fractional SABR Model
Volatility Swap Under the SABR Model, by Integrating Over X
Forward Implied Volatility
Is There a 'New Normal' in Volatility Markets...?
Interest Rate Derivatives and Volatility
Volatility Derivatives in Practice: Activity and Impact
The Term Structure of Variance Swaps and Risk Premia∗
Package 'Varswapprice'
GRID Notional and Tenor Survey Results
Variance and Volatility Swaps
The Effect of Jumps and Discrete Sampling on Volatility and Variance
FX Disclosure Annex, October 2018 Edition
Variance Swaps -.: Mathematical Sciences : UTEP
One of the Rightly Touted Advantages of Variance and Volatility Products Is
Just What You Need to Know About Variance Swaps
Equity Derivatives Contacts
Exotic Options and Hybrids
Volatility and Dispersion Strategies in Finance
Variance Swap Replication: Discrete Or Continuous?
Variance Swaps
Derivation of a Variance Swap
Trading Relative Value Between Credit and Equity Volatility
An Investor's Perspective on Volatility As an Asset Class: Evidence From
Global Volatility Summit Volatility 101 Overview of Volatility Uses by Institutions
Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatilities Abstract. 1 Introduction
Eindhoven University of Technology MASTER Trading the Difference
Systematic Alpha Monthly Research Analysts
Asymptotic Expansion Formula of Option Price Under Multifactor Heston Model
Swap Rate Variance Swaps
[JP Morgan] Variance Swaps.Pdf
Evidence from S&P 500 Variance Swap