Variance Swap
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Variance Swap

A forward contract on the variance of a security. The variance is the square of the standard deviation. As a result, the payout on a variance swap is higher when the volatility increases. A variance swap allows the investor to speculate on volatility, just as a trader might speculate on the price of a stock; it is most advantageous when the volatility is or is expected to be high.

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No references found			He is also credited with numerous contributions to quantitative finance including: co-inventing the variance gamma model, inventing static and semi-static hedging of exotic options, and popularizing variance swaps and corridor variance swaps. Peter Carr Selected as the Recipient of the 2010 IAFE/SunGard ... by PR Newswire They have removed the need for investors to trade volatility through variance swaps or futures". Barclays Capital launches first iPath ETFs by CPI Financial Expanded Deriv/SERV to support interest rate swaps and swaptions, equity swaps and variance swaps to deliver automation to a broad range of products in the OTC derivatives market. DTCC Deriv/SERV to Create Central Trade Information Warehouse by PR Newswire Europe			variable interest rate Variable Levy Variable Life Insurance Variable Life Insurance Policy variable maturity mortgage Variable muette variable payment plan Variable Plan Variable Price Limit Variable Rated Demand Bond Variable Ratio Option Writing Variable Ratio Write Variable-Price Security Variable-rate Variable-Rate CDs Variable-Rate Certificate of Deposit Variable-Rate Demand Note variable-rate demand obligation Variable-Rate Loan variable-rate mortgage Variable-Rate Note Variable-Rate Preferred Stock variance Variance Rule Variance Swap Variance Swaps Variance-minimization approach to tracking Varianza Variation Margin Variavel endogena Variavel exogena Variavel ficticia VAT Vatu Vault Cash Vault Receipt VC VCR VE VEB VEF Vega Vehiculo de inversion Velda Sue Vellum Finish Velo corporativo Velocidad de circulacion del dinero Velocidad del dinero Velocidad-ingreso del dinero Velocidade de circulacao da moeda Velocity			Variance Adaptive Quantization variance analysis variance analysis variance analysis variance analysis variance analysis Variance Analysis Report Variance At Completion Variance Covariance variance error variance error variance error variance error Variance Factor Variance for the Population Variance Frequency Processor Variance Inflation Factor Variance of Error Propagation Length Variance Propagation Variance Purchase Order variance ratio distribution variance ratio distribution variance ratio distribution variance ratio distribution variance ratio distribution variance ratio test Variance Reduction Ratio Variance Residual Life Variance rule Variance swap Variance Swaps Variance to Mean Ratio Variance-covariance matrix Variance-minimization approach to tracking Variance-to-mean ratio Variance/Mean Ratio variances variances variances variances variances variant variant variant variant variant Variant (disambiguation) Variant (disambiguation) Variant (disambiguation) Variant (disambiguation) Variant Affecting Protein Structure or Expression Variant Albumin Proximal Factor Variant Also Negotiates variant angina variant angina variant angina variant angina pectoris variant angina pectoris variant angina pectoris Variant Armour Variant Batch Loader

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Variance Swap (redirected from Variance Swaps)

Variance Swap
(redirected from Variance Swaps)