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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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP 2006_1221.pdf Restricted Access | 537.69 kB | Adobe PDF | View/Open Request a copy |
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