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Dynamics of Interest Rate and Equity Volatility by Zhenhuan Song is a document available to read on EtoBox.
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- Zhenhuan Song
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- EN
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Dynamics of Interest Rate and Equity Volatility
About this book
CBOE SRVX(sm) Index Launched in June 2012 as a benchmark for tracking interest rate swap volatilities. SRVx and premium explain 32% of variation in forward rate changes.
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- en
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