COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES (Q5411990)
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scientific article; zbMATH DE number 6288565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES |
scientific article; zbMATH DE number 6288565 |
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COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES (English)
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25 April 2014
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Markov-modulated volatility
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covariance swaps
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correlation swaps
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VIX index
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VXN index
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variance swaps
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volatility swaps
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