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GitHub topics: variance-risk-premia

raj-rao-rr/Variance-Risk-Premia

Replication of "Variance Risk Premia in the Interest Rate Swap market" paper (2016) by Desi Volker PhD

Language: MATLAB - Size: 94.7 MB - Last synced at: 6 months ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 2