Bakshi Gurdip

Gurdip Bakshi

Information about the author Gurdip Bakshi will soon be added to the site.
Found 2 papers in total
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
2010
We exploit the information in the options market to study the variations of return...
A theory of volatility spreads
A theory of volatility spreads
2006
This study formalizes the departure between risk-neutral and physical index return...
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