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Hedging (co)variance risk with variance swaps
Fonseca, José da; Grasselli, Martino; Ielpo, Florian - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
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Modeling term structure dynamics : an infinite dimensional approach
Cont, Rama - In: International journal of theoretical and applied finance 8 (2005) 3, pp. 357-380
Persistent link: https://www.econbiz.de/10002893673
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Special issue: Proceedings of the Conference on New Directions in Quantitative Finance, Columbia University and Ecole Polytechnique, Paris, 2008
Cont, Rama (contributor) - Conference on New Directions in Quantitative Finance … - 2010
Persistent link: https://www.econbiz.de/10008904315
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Stress testing the resilience of financial networks
Amini, Hamed; Cont, Rama; Minca, Andreea - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10009562144
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Institutional investors and the dependence structure of asset returns
Cont, Rama; Wagalath, Lakshithe - In: International journal of theoretical and applied finance 19 (2016) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10011454404