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