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Variance swap
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31	Modeling and Pricing of Variance Swaps for Local Stochastic Volatilities with Delay and Jumps∗ Anatoliy Swishchuk Department of Mathematics and Statistics University of Calgary Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-06 12:17:15 Financial economics Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Brownian motion Variance swap Mathematical finance Statistics Finance
32	A Consistent Pricing Model for Index Options and Volatility Derivatives 6th World Congress of the Bachelier Society Thomas Kokholm Finance Research Group Department of Business Studies Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 15:20:34 Investment VIX Variance swap Implied volatility Volatility Stochastic volatility Derivative Volatility swap Conditional variance swap Mathematical finance Finance Financial economics
33	Quadratic Variance Swap Models D. Filipovi´ c Variance Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-26 09:36:34 Mathematical sciences Banking Financial economics Variance swap Data analysis Quadratic variation Variance VIX Quadratic Statistics Mathematical finance Finance
34	Variation Swaps on Time-Changed L´ evy Processes Bachelier Congress 2010 June 24 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 14:43:28 Investment Variance swap Stochastic volatility Volatility Realized variance Futures contract Variance Quadratic variation VIX Mathematical finance Finance Financial economics
35	Microsoft Word[removed]Guidelines on risk measurement for publication.doc Add to Reading List Source URL: www.arkus-fs.com Language: English - Date: 2013-07-03 07:21:09 Mathematical finance Options Banking Variance swap Derivative Credit default swap Interest rate swap Swaption Swap Financial economics Finance Investment
36	A Consistent Pricing Model for Index Options and Volatility Derivatives Workshop on Financial Derivatives and Risk Management Thomas Kokholm Finance Research Group Department of Business Studies Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-01 10:47:59 Investment VIX Variance swap Implied volatility Volatility Stochastic volatility Derivative Option Conditional variance swap Mathematical finance Financial economics Finance
37	Brochure, RealVol Options[removed] Add to Reading List Source URL: www.volx.us Language: English - Date: 2015-01-02 13:26:10 Investment Implied volatility VIX Volatility Variance swap Option Futures contract Chicago Board Options Exchange S&P 500 Mathematical finance Financial economics Finance
38	Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2004-10-19 14:57:15 Investment Implied volatility Volatility Stochastic volatility VIX Variance swap Realized variance Black–Scholes Option Mathematical finance Financial economics Finance
39	Crash-O-Phobia: A Domestic Fear or A Worldwide Concern? S ILVERIO F ORESI∗ Investment Management Division, Goldman Sachs L IUREN W U† Zicklin School of Business, Baruch College First draft: September 17, 2002 Add to Reading List Source URL: faculty.baruch.cuny.edu Language: English - Date: 2004-02-03 14:49:06 Mathematical finance Investment Volatility smile Implied volatility Volatility Moneyness Black–Scholes Foreign-exchange option Variance swap Financial economics Options Finance
40	Derivation Highlights June – September 2012 Version[removed]rev00-db278.000 System architecture • Add to Reading List Source URL: www.derivation.co.uk Language: English - Date: 2013-01-10 10:59:05 Options Investment Volatility Variance swap Valuation of options Mathematical finance Finance Financial economics