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![]() Date: 2005-12-06 15:58:45Investment Variance swap Implied volatility Volatility Correlation trading Forward volatility Swap Derivative Volatility swap Mathematical finance Finance Financial economics | Add to Reading List |
![]() | 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 futureDocID: 1rrOx - View Document |
![]() | Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic UncertaintyDocID: 1rfOt - View Document |
![]() | /private/tmp/tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.psDocID: 1qv7V - View Document |
![]() | sfi:practitioner roundups Academic Insights on Finance Matters for the General Public Summer 2016DocID: 1q48u - View Document |
![]() | How crashes develop: intradaily volatility and crash evolution David S. Bates University of Iowa and the National Bureau of Economic Research May 28, 2015DocID: 1pc2P - View Document |