Jake Freeman

Volaris Capital Management

343 Millburn Ave

Suite 304

Millburn, NJ 07041

United States

University of Southern California

Los Angeles, CA

United States

  • Volaris Capital Management

    • Email
    • Tel: 973-908-3347

  • University of Southern California

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Irreducible Risks: Fallacy of Risk-Neutral Approach to Options

Number of pages: 30 Posted: 07 Jan 2021 Last Revised: 23 Jan 2021
Margaret Sundberg, Jake Freeman and Vivek Kapoor
Volaris Capital Management, Volaris Capital Management and Volaris Capital Management
Downloads 165 (209,682)

Abstract:

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options, optimal hedging, irreducible risks, risk premium, risk-neutral probability

2.

Irreducible Risks of Hedging a Bond with a Default Swap

Number of pages: 20 Posted: 21 Jun 2019
Vivek Kapoor and Jake Freeman
Volaris Capital Management and Volaris Capital Management
Downloads 123 (265,492)

Abstract:

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hedging, risk, default, static hedging, optimal hedge ratio, bonds, quantitative, risk premium, market efficiency, risk management, irreducible risk