Back to Results
First PageMeta Content
Mathematical sciences / Banking / Financial economics / Variance swap / Data analysis / Quadratic variation / Variance / VIX / Quadratic / Statistics / Mathematical finance / Finance


Quadratic Variance Swap Models D. Filipovi´ c Variance
Add to Reading List

Document Date: 2010-06-26 09:36:34

Open Document

File Size: 505,76 KB

Share Result on Facebook

City

Lausanne / Paris / /

Company

UBS / Pearson / Bank of America Merrill Lynch / /

Facility

Maastricht University / Stanford University / University of Maryland / Imperial College / University Paris / Columbia University / University of Padova / /

IndustryTerm

insurance / /

MarketIndex

S&P 500 / Board Options Exchange Volatility / /

Organization

Columbia University / World Congress / Ecole Polytechnique Fédérale de Lausanne / University of Maryland / Stanford University / Ecole Polytechnique / Copenhagen Business School / Maastricht University / Scientific Committee / Stockholm School of Economics / Swiss National Bank / Bachelier Finance Society Toronto / Imperial College / University of Padova / /

Person

David Lando / Rama Cont / Mark Davis / Fabio Mercurio (Bloomberg) Antoon Pelsser / Kenneth Singleton / Tomas Björk / Jean-Pierre Danthine / Giovanni Cesari / Alex Lipton / Wolfgang Runggaldier / Pierre Collin-Dufresne / Loriano Mancini / Elise Gourier / /

Position

rt / /

Product

Pentax K-x Digital Camera / /

ProgrammingLanguage

R / /

ProvinceOrState

Maryland / /

SportsLeague

Stanford University / /

URL

http /

SocialTag