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The top documents tagged [vega risk]
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Portfolio Management & Mutual Funds
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Implied Volatility Correlations Robert Engle, Stephen Figlewski and Amrut Nashikkar Date: May 18, 2007 Derivatives Research Conference, NYU
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Challenges in Market and Counterparty Risk Management How to solve the critical issues? Solutions that can help. ZADAR, 14 May 2011 Reinhard Keider; Head
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Implied Volatility Correlations
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