Volatility Markets Consistent modeling, hedging and practical implementation of Variance Swap Market Models Updated version of my dissertation, published at VDM Verlag Dr.…
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Volatility Derivatives Peter Carr Bloomberg/NYU, New York, NY 10022; email: [email protected] Roger Lee Department of Mathematics, University of Chicago, Chicago, Illinois…
Volatility as an asset class Some insights April 12 2012 BNP Paribas – Financial Institutions Solutions Global Equities and Commodity Derivatives Tel: 212 841 3099 For…
1. Advanced Equity Derivatives 2. Founded in 1807, John Wiley & Sons is the oldest independent publishing company in the United States. With offices in North America,…
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