Variance swap premium under stochastic volatility and self-exciting jumps :: Ke Chen :: The University of Manchester, Manchester Business School 2013 :: OBNB, the Open British National Bibliography

Publication Data

Title Variance swap premium under stochastic volatility and self-exciting jumps
Author Ke Chen
Contributors Ser-Huang Poon, Manchester Business School
Publisher The University of Manchester, Manchester Business School
Publication date 2013
Publication location Booth Street West, Manchester M15 6PB
Language English

Descriptive Notes

Title from cover.
"January 13, 2013."

Topics

Swaps (Finance) :: Econometric models
Risk-return relationships :: Econometric models

Catalogue Data

OBNB ID GBB455612
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6457015195

ISBD

P1053 50 leaves
P1042 Includes bibliographical references.

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Variance swap premium under stochastic volatility and self-exciting jumps by Ke Chen. Published by The University of Manchester, Manchester Business School in 2013. Publication and catalogue information, links to buy online and reader comments.