Measuring correlation spreads using correlation weighted dispersion trades

dc.contributor.advisor	Sinha, Sidharth
dc.contributor.author	Subramaniam, R
dc.date.accessioned	2014-12-30T06:47:20Z
dc.date.available	2014-12-30T06:47:20Z
dc.date.copyright	2006
dc.date.issued	2006
dc.identifier.uri	http://hdl.handle.net/11718/12951
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management Ahmedabad	en_US
dc.relation.ispartofseries	SP;1221
dc.subject	Spreads - Stocks	en_US
dc.subject	Correlation - Statistics	en_US
dc.subject	Equity Correlation	en_US
dc.subject	Stock Price	en_US
dc.subject	Correlation Swap	en_US
dc.title	Measuring correlation spreads using correlation weighted dispersion trades	en_US
dc.type	Student Project	en_US

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