Work in progress and working papers

 

BOOK: Lectures on Financial Economics (> 800 pages)

“Pricing Options and Futures on a Government Bond Volatility Index,” with Yoshiki Obayashi (Applied Academics LLC) and Shihao Yang (Applied Academics LLC and Harvard University)

“Correlation Risk, Strings and Asset Prices,” with Walter Distaso (Imperial College Business School) and Greg Vilkov (Goethe University Frankfurt), in progress

“The Price of Government Bond Volatility,” with Yoshiki Obayashi (Applied Academics LLC)

“Volatility Indexes and Contracts for Eurodollar and Related Deposits,” with Yoshiki Obayashi (Applied Academics LLC)

“Credit Variance Swaps and Volatility Indexes,” with Yoshiki Obayashi (Applied Academics LLC)

 
 
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