The Information Content of Implied Co-Volatility and Co-Variance Swap
Publication Type
Conference Paper
Publication Date
2012
Discipline
Corporate Finance | Finance and Financial Management
Research Areas
Quantitative Finance
Publication
22nd Asia-Pacific Futures Research Symposium, Shanghai, 26-27 April 2012
City or Country
Shanghai, China
Citation
TING, Christopher Hian Ann.
The Information Content of Implied Co-Volatility and Co-Variance Swap. (2012). 22nd Asia-Pacific Futures Research Symposium, Shanghai, 26-27 April 2012.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/3746
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