Pricing of the Quadratic Variance Swap via Analytical Approximations

Zhang, Xiang. === Thesis M.Phil. Chinese University of Hong Kong 2016. === Includes bibliographical references (leaves ). === Abstracts also in Chinese. === Title from PDF title page (viewed on …).

Bibliographic Details
Other Authors: Zhang, Xiang (author.)
Format: Others
Language:English
Chinese
Published: 2016
Subjects:
Online Access:http://repository.lib.cuhk.edu.hk/en/item/cuhk-1292479