VARIANCE SWAP AND VOLATILITY SWAP IN GARCH APPROACH

Bachelor's

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Bibliographic Details
Main Author:	LIU HANFU
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203379
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203379
record_format	dspace
spelling	sg-nus-scholar.10635-2033792021-10-15T01:28:27Z VARIANCE SWAP AND VOLATILITY SWAP IN GARCH APPROACH LIU HANFU MATHEMATICS DAI MIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T01:12:30Z 2021-10-15T01:12:30Z 2013 LIU HANFU (2013). VARIANCE SWAP AND VOLATILITY SWAP IN GARCH APPROACH. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203379
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 LIU HANFU
author	LIU HANFU
spellingShingle	LIU HANFU VARIANCE SWAP AND VOLATILITY SWAP IN GARCH APPROACH
author_sort	LIU HANFU
title	VARIANCE SWAP AND VOLATILITY SWAP IN GARCH APPROACH
title_short	VARIANCE SWAP AND VOLATILITY SWAP IN GARCH APPROACH
title_full	VARIANCE SWAP AND VOLATILITY SWAP IN GARCH APPROACH
title_fullStr	VARIANCE SWAP AND VOLATILITY SWAP IN GARCH APPROACH
title_full_unstemmed	VARIANCE SWAP AND VOLATILITY SWAP IN GARCH APPROACH
title_sort	variance swap and volatility swap in garch approach
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203379
_version_	1715201262980431872

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