Studying the Properties of the Correlation Trades
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More about this item
Keywords
dispersion trading; correlation trading; variance swaps; correlation swaps; p&l; pricing; strategies; equity derivatives;
All these keywords.JEL classification:
- G2 - Financial Economics - - Financial Institutions and Services
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
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