The Mathematical Institute, University of Oxford, Eprints Archive

Indifference Price and Optimal Hedging Performance for Variance Swaps

Chassenieux, Thomas (2009) Indifference Price and Optimal Hedging Performance for Variance Swaps. Masters thesis, Mathematical Institute.

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Item Type:Thesis (Masters)
Subjects:H - N > Mathematics education
Research Groups:Mathematical and Computational Finance Group
ID Code:781
Deposited By: Laura Auger
Deposited On:23 Jul 2009 07:27
Last Modified:29 May 2015 18:28

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