Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/12951
Title: Measuring correlation spreads using correlation weighted dispersion trades
Authors: Subramaniam, R
Keywords: Spreads - Stocks;Correlation - Statistics;Equity Correlation;Stock Price;Correlation Swap
Issue Date: 2006
Publisher: Indian Institute of Management Ahmedabad
Series/Report no.: SP;1221
URI: http://hdl.handle.net/11718/12951
Appears in Collections:Student Projects

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