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Mathematical finance / Economy / Finance / Money / VIX / Variance risk premium / Variance swap / Volatility / Yield curve / Swap / Derivative / Implied volatility
Date: 2014-12-01 04:33:25
Mathematical 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 future

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