Replication of "Variance Risk Premia in the Interest Rate Swap market" paper (2016) by Desi Volker PhD
-
Updated
Nov 18, 2021 - MATLAB
Replication of "Variance Risk Premia in the Interest Rate Swap market" paper (2016) by Desi Volker PhD
To associate your repository with the variance-risk-premia topic, visit your repo's landing page and select "manage topics."