Why do variance swaps exist?
Year of publication: |
2011
|
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Authors: | Novales, Alfonso ; Nieto, Belén ; Rubio, Gonzalo |
Institutions: | Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid |
Subject: | Variance risk premium | Non-normality | Economic risks | Hedging |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2011-06 33 pages |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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