Juan Jose Vicente Alvarez

Morgan Stanley

Managing Director

1585 Broadway

New York, NY 10036

United States

SCHOLARLY PAPERS

1

DOWNLOADS

240

CITATIONS
Rank 45,366

SSRN RANKINGS

Top 45,366

in Total Papers Citations

3

Scholarly Papers (1)

1.

Markets, Profits, Capital, Leverage and Return

Number of pages: 31 Posted: 20 Sep 2010
Peter Carr, Juan Jose Vicente Alvarez and Dilip B. Madan
New York University Finance and Risk Engineering, Morgan Stanley and University of Maryland - Robert H. Smith School of Business
Downloads 224 (110,221)
Citation 3

Abstract:

Loading...

Acceptable Risks, Bid and Ask Prices, Variance Gamma Model, Variance Swaps