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Index variance arbitrage PDF

39 Pages·2004·0.51 MB·English
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by Unknow| 2004| 39 pages| 0.51| English

About Index variance arbitrage

notice that neither covariance nor dispersion meets these objectives. More recently, variance swap contracts, pure exposure on realised variance,.

Detailed Information

Author:Unknown
Publication Year:2004
Pages:39
Language:English
File Size:0.51
Format:PDF
Price:FREE
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