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If the risk neutral price for a 60 day variance swap is 25% and for a 10 day is 15%, what is the risk neutral
If the risk neutral price for a 60 day variance swap is 25% and for a 10 day is 15%, what is the risk neutral price for a 30 day variance swap?
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Assuming that the volatility is constant over the 60 30 a...
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Financial Management for Public Health and Not for Profit Organizations
Authors: Steven A. Finkler, Thad Calabrese
4th edition
133060411, 132805669, 9780133060416, 978-0132805667
