343 Millburn Ave
Suite 304
Millburn, NJ 07041
United States
http://volariscapital.com
Volaris Capital Management
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options, hedging, kurtosis, skewness, residual-risk, transaction-costs, hurdle-return, risk-capital, volatility trading
asymmetry, skewness, leverage-effect, kurtosis, filtering, conditional simulation, financial time-series
Multi-Asset Option, Correlation-Trading, Hedging, Residual-Risk, Risk-Capital, Hurdle-Rate
options, optimal hedging, irreducible risks, risk premium, risk-neutral probability
hedging, risk, default, static hedging, optimal hedge ratio, bonds, quantitative, risk premium, market efficiency, risk management, irreducible risk