Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures

ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.org/journal/jfrm
E-mail: jfrm@scirp.org

"Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures"
written by Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz,
published by Journal of Financial Risk Management, Vol.7 No.4, 2018

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[1]	Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019) SN Business & Economics, 2022 DOI:10.1007/s43546-022-00359-3

[2]	Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019) SN Business & Economics, 2022 DOI:10.1007/s43546-022-00359-3

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