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Variance swap
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21	Volatility and Skewness Indices Using State-Preference Pricing Add to Reading List Source URL: teach.business.uq.edu.au Language: English - Date: 2015-02-05 19:45:41 Economics VIX Implied volatility Volatility Variance swap Black–Scholes Chicago Board Options Exchange Option Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Finance
22	Volatility Risk Premia and Exchange Rate Predictability y Pasquale DELLA CORTE Tarun RAMADORAI Lucio SARNO Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2013-10-24 23:21:58 Investment Implied volatility VIX Volatility Variance swap Stochastic volatility Foreign-exchange option Black–Scholes Hedge Mathematical finance Financial economics Finance
23	S&P 500 VARIANCE FUTURES CFE TICKER SYMBOL BLOOMBERG SYMBOL VA Add to Reading List Source URL: cfe.cboe.com Language: English - Date: 2014-02-13 13:18:44 Investment Variance swap Implied volatility Futures contract Chicago Board Options Exchange Variance Volatility Futures exchange Option Financial economics Finance Mathematical finance
24	Proceedings of the World Congress on Engineering 2011 Vol I WCE 2011, July 6 - 8, 2011, London, U.K. Pricing of Volatility Derivatives using 3/2Stochastic Models Joanna Goard Add to Reading List Source URL: www.iaeng.org Language: English - Date: 2011-05-08 20:24:43 Financial economics Variance swap VIX Stochastic volatility Volatility Heston model Implied volatility Geometric Brownian motion Autoregressive conditional heteroskedasticity Mathematical finance Statistics Finance
25	Preliminaries Arbitrage Bounds for Variance Swap Prices Arbitrage Bounds for Vanilla Options in a Variance Swap Market Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-22 15:28:40 Investment Variance swap Volatility Arbitrage Swap Futures contract Implied volatility Mathematical finance Financial economics Finance
26	Optimal Hedging of Variance Derivatives John Crosby Presentation at the Bachelier Finance Society World Congress in Toronto, Canada, June 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-14 10:11:27 Economics Banking Variance swap Forward price Self-financing portfolio Stochastic processes Mathematical finance Finance Financial economics
27	Microsoft Word - Byelkina Levin - Extended Multi-factor Affine Heston Model - BFS 2010.doc Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-22 13:20:46 Economics Stochastic volatility Heston model Hull–White model Volatility Implied volatility Heston Variance swap VIX Mathematical finance Financial economics Finance
28	Robust Pricing and Hedging of Options on Variance Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-26 11:24:02 Mathematical finance Brownian motion Colloidal chemistry Variance swap Martingale Local martingale Stopping time Economic model Statistics Stochastic processes Martingale theory
29	Maximum Drawdown Insurance Peter Carr1 Hongzhong Zhang2 Olympia Hadjiliadis2 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-16 08:51:52 Economics Drawdown Derivative Hedge Risk Variance swap Finance Mathematical finance Financial economics
30	Pricing Options on Realized Variance in L´evy Models Martin Keller-Ressel ETH Z¨ urich based on joint work with Johannes Muhle-Karbe Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 15:11:10 Mathematical sciences Data analysis Banking Variance swap Realized variance Variance Normal distribution Quadratic variation Volatility Statistics Mathematical finance Stochastic processes