Antarctic 发表于 2025-3-30 08:35:17

Volatility Investing with Variance Swaps of the performance investigation of one of the most popular volatility strategies - dispersion trading. The strategy was implemented using variance swaps on DAX and its constituents during the 5-year period from 2004 to 2008.

Receive 发表于 2025-3-30 12:59:02

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疲惫的老马 发表于 2025-3-30 17:59:11

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查看完整版本: Titlebook: Handbook of Computational Finance; Jin-Chuan Duan,Wolfgang Karl Härdle,James E. Gentl Book 2012 Springer-Verlag Berlin Heidelberg 2012 Com