Juan Jose Vicente Alvarez

Morgan Stanley

Managing Director

1585 Broadway

New York, NY 10036

United States

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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 (NYU) - Courant Institute of Mathematical Sciences, Morgan Stanley and University of Maryland - Robert H. Smith School of Business
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Citation 3

Abstract:

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