Results 251 to 260 of about 29,458 (274)

Volatility Swap

2008
openaire   +1 more source

Variance swap with mean reversion, multifactor stochastic volatility and jumps

European Journal of Operational Research, 2015
Chi Seng Pun, Hoi Ying Wong
exaly  

Spillovers of international interest rate swap markets and stock market volatility

Managerial Finance, 2016
Hsiu-Chuan Lee, Chih-Hsiang Hsu
exaly  

A Volatility Swap for Each Season

SSRN Electronic Journal, 2019
openaire   +1 more source

Volatility spillovers and connectedness among credit default swap sector indexes

Applied Economics, 2018
José da Fonseca, Katja Ignatieva
exaly  

The asymmetric effect of equity volatility on credit default swap spreads

Journal of Banking and Finance, 2019
Jung-Soon Hyun
exaly  

Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading

2008
openaire   +1 more source

The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads*

Asia-Pacific Journal of Financial Studies, 2012
Yuen Jung Park, Tong Suk Kim
exaly  

On Variance and Volatility Swaps in Oil Markets

Journal of Computer Science & Computational Mathematics, 2017
Fatima Zohra Bouseba, Halim Zeghdoudi, Guerouah Amine   +2 more
openaire   +1 more source

Volatility spillovers across the swap markets: evidence from US, Australian, and Japanese swap markets

International Journal of Bonds and Derivatives, 2016
D K Malhotra
exaly