Not logged in.

Quick Search - Contribution

Contribution Details

Type	Master's Thesis
Scope	Discipline-based scholarship
Title	Pricing Variance Swaps and Corridor Variance Swaps under General Dividend Streams
Organization Unit	Quantitative Finance (Erich Walter Farkas)
Authors	Olivier Bachem
Supervisors	Erich Walter Farkas
Institution	University of Zurich
Faculty	Faculty of Economics, Business Administration and Information Technology
Date	2012
PDF File	Download
Export	BibTeX