Jake F

University of Southern California

Los Angeles, CA

United States

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1.

Irreducible Risks of Hedging a Bond with a Default Swap

Number of pages: 20 Posted: 21 Jun 2019

Vivek Kapoor and Jake F

Volaris Capital Management and University of Southern California

Downloads 2,803 (10,240)

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2.

Irreducible Risks: Fallacy of Risk-Neutral Approach to Options

Number of pages: 30 Posted: 07 Jan 2021 Last Revised: 10 Mar 2021

Margaret Sundberg, Jake F and Vivek Kapoor

Volaris Capital Management, University of Southern California and Volaris Capital Management

Downloads 766 (71,389)

Abstract:

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Jake F

University of Southern California

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Scholarly Papers (2)

Irreducible Risks of Hedging a Bond with a Default Swap

Abstract:

Irreducible Risks: Fallacy of Risk-Neutral Approach to Options

Abstract: