Swap rate variance swaps (Q2893208)
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scientific article; zbMATH DE number 6050008
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Swap rate variance swaps |
scientific article; zbMATH DE number 6050008 |
Statements
Swap rate variance swaps (English)
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26 June 2012
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stochastic volatility
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interest rate derivatives
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derivatives hedging
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volatility modelling
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0.8265505433082581
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0.8198161125183105
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0.8120842576026917
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0.8120208382606506
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0.7977798581123352
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