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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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 Add to Reading List Source URL: www.istfin.eco.usi.ch Download Document from Source Website File Size: 779,22 KB Share Document on Facebook

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