Hoyong Choi

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

P.O. Box 1738

Room T08-21

3000 DR Rotterdam, 3000 DR

Netherlands

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Scholarly Papers (2)

1.

Bond Variance Risk Premiums

Number of pages: 58 Posted: 02 Jan 2012 Last Revised: 23 Nov 2016
Hoyong Choi, Philippe Mueller and Andrea Vedolin
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), Warwick Business School and Boston University - Department of Finance & Economics
Downloads 822 (11,976)

Abstract:

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Variance risk premium, Treasury implied volatility, Treasury variance swap

2.

Information in (and not in) Treasury Options

Number of pages: 60 Posted: 16 Dec 2015 Last Revised: 30 Sep 2017
Hoyong Choi
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
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Abstract:

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