Econometrics Colloquium -A unified valuation framework for variance swaps under affine & non-affine stochastic volatility models

Wann
Montag, 24. April 2017
13.30 – 14.30 Uhr

Wo
D 301

Veranstalter
Chair of Econometrics

ReferentIn:
Alexandru Badescu

A unified valuation framework for variance swaps under affine and non-affine stochastic volatility models