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Volatility swap
Pricing Financial Derivatives Under the Regime-Switching Models Mengzhe Zhang
White Paper Volatility: Instruments and Strategies
Class Notes
Nonparametric Pricing and Hedging of Volatility Swaps in Stochastic
Volatility Swaps Valuation Under Stochastic Volatility with Jumps and Stochastic Intensity
Local Volatility, Stochastic Volatility and Jump-Diffusion Models
Istilah-Istilah Dalam Dunia Investasi
Stochastic Volatility
Tests of the Stochastic Volatility with Jumps Model Driven by Moment Swaps
Spectral Methods for Volatility Derivatives Mijatovic, Aleksandar; Albanese, Claudio; Lo, Harry
Spot and Forward Volatility in Foreign Exchange!
Taylor-Made Volatility Swaps
Variance Swaps
Equity Volatility Term Premia
Pricing Volatility Derivatives with Stochastic Volatility
Notice 14-16
Volatility and Variance Swaps a Comparison of Quantitative Models to Calculate the Fair Volatility and Variance Strike
Building a Superior Volatility Mousetrap
Top View
The Law of One Price in Equity Volatility Markets
The Law of One Price in Equity Volatility Markets
Kamus Investasi
Introduction to Variance Swaps
The Credit Risk of Complex Derivatives
Disclosure Annex for Commodity Derivative Transactions
Implementation of Variance Swaps in Dispersion Trading Strategies”
Volatility Markets Consistent Modeling, Hedging and Practical Implementation
Shedding Light on Alternative Beta: a Volatility and Fixed Income Asset Class Comparison
Spectral Methods for Volatility Derivatives
Realized Volatility and Variance: Options Via Swaps
Volatility Derivatives
Deconstructing the Volatility Smile
This Supplement Amends and Is to Be Read in Conjunction with the 1998 FX and Currency Option Definitions Published by ISDA, EMTA, and the Foreign Exchange Committee
Spot and Forward Volatility in Foreign Exchange!
Arbitrage-Free Approaches for Pricing Interest Rate Derivatives Under the SABR Model
Robust Replication of Volatility Derivatives
FX Options and Structured Products 2E