The Information Content of Implied Co-Volatility and Co-Variance Swap
Saved in:
主要作者: | TING, Christopher Hian Ann |
---|---|
格式: | text |
語言: | English |
出版: |
Institutional Knowledge at Singapore Management University
2012
|
主題: | |
在線閱讀: | https://ink.library.smu.edu.sg/lkcsb_research/3746 |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
機構: | Singapore Management University |
語言: | English |
相似書籍
-
The Information Content of Implied Co-Volatility and Co-Variance Swap
由: TING, Christopher
出版: (2013) -
On the Term Structure of Model-Free Volatilities and Volatility Risk Premium
由: TING, Christopher Hian Ann, et al.
出版: (2008) -
Pricing Options Using Implied Trees
由: LIM, Kian Guan, et al.
出版: (2001) -
The Term Structure of S&P100 Model-Free Volatilities
由: LIM, Kian Guan, et al.
出版: (2013) -
The term structure of S&P 100 model-free volatilities
由: LIM, Kian Guan, et al.
出版: (2013)