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Variance and volatility swaps and futures pricing for stochastic volatility models
Sviščuk, Anatolij, (2019)
Derivate : verstehen, anwenden und bewerten
Bösch, Martin, (2020)
Rationale and mechanics for peak natural catastrophe variance swaps in insurance
Zvezdov, Ivelin M., (2018)
A Practical Guide to Swap Curve Construction
Ron, Uri, (2000)
A practical guide to swap curve construction
The Federal Government's use of interest rate swaps and currency swaps
Kiff, John, (2000)