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THE EMPIRICAL EVALUATION OF VARIANCE SWAP PRICING MODELS AND BACK-TESTING OF VARIANCE SWAPS IN DISPERSION TRADE
Author(s)
Sritrakul, Worrawat
Type
Dissertation
Version
Imperial Users only
Date Issued
2008
Date Awarded
2008
URI
Format Extent
71697687 bytes
Creator
Sritrakul, Worrawat
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance