ON THE PRICING AND HEDGING OF VARIANCE SWAPS
Bachelor's
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2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202964 |
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sg-nus-scholar.10635-2029642021-10-12T08:15:55Z ON THE PRICING AND HEDGING OF VARIANCE SWAPS CHENG JINHUA MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T07:52:43Z 2021-10-12T07:52:43Z 2009 CHENG JINHUA (2009). ON THE PRICING AND HEDGING OF VARIANCE SWAPS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202964 |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| description |
Bachelor's |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS CHENG JINHUA |
| author |
CHENG JINHUA |
| spellingShingle |
CHENG JINHUA ON THE PRICING AND HEDGING OF VARIANCE SWAPS |
| author_sort |
CHENG JINHUA |
| title |
ON THE PRICING AND HEDGING OF VARIANCE SWAPS |
| title_short |
ON THE PRICING AND HEDGING OF VARIANCE SWAPS |
| title_full |
ON THE PRICING AND HEDGING OF VARIANCE SWAPS |
| title_fullStr |
ON THE PRICING AND HEDGING OF VARIANCE SWAPS |
| title_full_unstemmed |
ON THE PRICING AND HEDGING OF VARIANCE SWAPS |
| title_sort |
on the pricing and hedging of variance swaps |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/202964 |
| _version_ |
1715201200842866688 |