Model-free moment indices : theory, construction and application
The growing interest in volatility trading, by many types of financial institutions, has led to a recent surge of interest amongst academics. Variance swaps are the most popular pure volatility trade derivatives, so understanding them is of imperative importance. So therefore, we provide an extensiv...
| Main Author: | |
|---|---|
| Published: |
University of Reading
2010
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.553069 |