Sébastien Bossu

Sébastien Bossu

New York University Shanghai - Pudong / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4558700
上海纽约大学
person_outline Sébastien Bossu's MOST POPULAR ARTICLES
1-) Just what you need to know about variance swaps JPMorgan Equity Derivatives report, 2005
2-) Advanced equity derivatives: Volatility and correlation John Wiley & Sons, 2014
3-) Arbitrage pricing of equity correlation swaps JP Morgan Equity Derivatives report, 2005
4-) A New Approach For Modelling and Pricing Correlation Swaps Dresdner Kleinwort Equity Derivatives report, 2007
5-) Introduction to variance swaps Wilmott Magazine, 50-55, 2006