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Date: 2014-12-01 04:33:25Mathematical finance Economy Finance Money VIX Variance risk premium Variance swap Volatility Yield curve Swap Derivative Implied volatility | 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 futureAdd to Reading ListSource URL: www.istfin.eco.usi.chDownload Document from Source WebsiteFile Size: 779,22 KBShare Document on Facebook |