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Variance swap
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41	Derivation Highlights January – June 2012 Version[removed]rev00-db276.000 Quality • Add to Reading List Source URL: www.derivation.co.uk Language: English - Date: 2013-01-10 14:14:36 Economics Volatility swap Variance swap Swap Volatility Ergonomics Mathematical finance Finance Financial economics
42	Microsoft Word[removed]Guidelines on risk measurement for publication.doc Add to Reading List Source URL: www.esma.europa.eu Language: English - Date: 2014-11-28 19:40:20 Mathematical finance Options Banking Variance swap Derivative Credit default swap Interest rate swap Swaption Swap Financial economics Finance Investment
43	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. A Tale of Two Option Markets: Pricing Kernels and Volatility Risk Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-08-13 16:27:06 Investment VIX Implied volatility Volatility Variance swap Chicago Board Options Exchange Black–Scholes Stochastic volatility Mathematical finance Financial economics Finance
44	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. A Tale of Two Option Markets: Pricing Kernels and Volatility Risk Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-08-13 16:27:06 Investment VIX Implied volatility Volatility Variance swap Chicago Board Options Exchange Black–Scholes Stochastic volatility Mathematical finance Financial economics Finance
45	Introducing a New Form of Volatility Index: The Cross-Sectional Volatility Index January[removed]Felix Goltz Add to Reading List Source URL: www.edhec-risk.com Language: English - Date: 2012-05-14 08:58:21 Investment VIX Implied volatility Volatility Chicago Board Options Exchange Variance swap Stock market index VDAX Beta Mathematical finance Financial economics Finance
46	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Economics Stochastic volatility VIX Volatility Capital asset pricing model Variance swap Linear regression Variance risk premium Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Finance
47	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Economics Volatility Stochastic volatility Rational pricing VIX Variance swap Valuation of options Risk-neutral measure Financial risk Mathematical finance Financial economics Finance
48	PDF Document Add to Reading List Source URL: www.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
49	UNITED STATES OF AMERICA Before the SECURITIES AND EXCHANGE COMMISSION SECURITIES EXCHANGE ACT OF 1934 Release No[removed]December 19, 2012 INVESTMENT ADVISERS ACT OF 1940 Add to Reading List Source URL: www.sec.gov Language: English - Date: 2012-12-19 10:43:35 Mathematical finance Options Banking Variance swap Hedge fund Hedge Derivative Covered call Implied volatility Financial economics Finance Investment
50	UNITED STATES OF AMERICA Before the SECURITIES AND EXCHANGE COMMISSION INVESTMENT ADVISERS ACT OF 1940 Release No[removed]December 19, 2012 INVESTMENT COMPANY ACT OF 1940 Add to Reading List Source URL: www.sec.gov Language: English - Date: 2012-12-19 10:35:57 Investment Mathematical finance Financial services Banking Variance swap Hedge Derivative Investment management Swap Financial economics Finance Economics