Jim Campasano

University of Massachusetts Amherst - Isenberg School of Management

Doctoral Candidate

Amherst, MA 01003-4910

United States

SCHOLARLY PAPERS

2

DOWNLOADS

236

CITATIONS

0

Scholarly Papers (2)

1.

Understanding and Trading the Term Structure of Volatility

Number of pages: 45 Posted: 17 Nov 2016 Last Revised: 08 Feb 2017
Jim Campasano and Matthew Linn
University of Massachusetts Amherst - Isenberg School of Management and Isenberg School of Management, University of Massachusetts
Downloads 0 (105,697)

Abstract:

Equity Options, Term Structure, Volatility

2.

The VIX Futures Basis: Evidence and Trading Strategies

Posted: 28 Jun 2012
David P. Simon and Jim Campasano
Bentley University - Department of Finance and University of Massachusetts Amherst - Isenberg School of Management

Abstract:

Vix futures, trading strategies, term structure