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Variance swap
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61	Optimal Hedging of Variance Derivatives John Crosby Centre for Economic and Financial Studies, Department of Economics, Glasgow University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2010-12-04 14:14:55 Statistics Stochastic processes Stochastic differential equations Banking Variance swap Volatility Forward contract Risk-neutral measure Futures contract Mathematical finance Finance Financial economics
62	VARIANCE DERIVATIVES: PRICING AND CONVERGENCE JOHN CROSBY AND MARK H. A. DAVIS Abstract. We examine the pricing of variance swaps and some generalisations and variants such as selfquantoed variance swaps, gamma swaps, sk Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2012-12-18 04:54:37 Economics Banking Stochastic processes Options Variance swap Black–Scholes Variance risk premium Forward contract Hull–White model Mathematical finance Financial economics Finance
63	Brochure, RealVol Futures, [removed]pub Add to Reading List Source URL: www.volx.us Language: English - Date: 2012-12-12 14:45:00 Investment Implied volatility VIX Futures contract Variance swap Volatility Option Volatility smile Volatility swap Mathematical finance Financial economics Finance
64	Microsoft Word - RealVol Overlay on an S&P500 Portfolio(Final).docx Add to Reading List Source URL: www.volx.us Language: English - Date: 2013-02-26 07:17:14 Investment Volatility Implied volatility VIX Option Heston model Futures contract Volatility smile Variance swap Mathematical finance Financial economics Finance
65	Peter J¨ackel∗ and Christian Kahl† Hyp Hyp Hooray First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:12:05 Finance Volatility Implied volatility Local volatility Stochastic volatility Stochastic differential equation Heston model Variance swap Log-normal distribution Mathematical finance Statistics Financial economics
66	The VIX, the variance rremium and stock market volatility Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-05-14 08:46:59 Economics VIX Variance risk premium Volatility Variance swap Implied volatility Realized variance Autoregressive conditional heteroskedasticity Variance Mathematical finance Finance Financial economics
67	UNITED STATES OF AMERICA Before the SECURITIES AND EXCHANGE COMMISSION Add to Reading List Source URL: www.sec.gov Language: English - Date: 2012-12-19 10:35:41 Economics Options Investment Banking Variance swap Hedge Derivative Covered call Volatility Financial economics Finance Mathematical finance
68	INVESTMENT INSIGHTS JUNE 2013 \| VOLUME 16, ISSUE 2 Add to Reading List Source URL: www.cboe.com Language: English - Date: 2013-08-09 11:24:09 Investment VIX Variance swap Volatility Implied volatility Futures contract Black–Scholes Hedge Option Mathematical finance Financial economics Finance
69	Just what you need to know about Variance Swaps Add to Reading List Source URL: www.sbossu.com Language: English - Date: 2005-12-06 15:58:45 Investment Variance swap Implied volatility Volatility Correlation trading Forward volatility Swap Derivative Volatility swap Mathematical finance Finance Financial economics
70	PDF Document Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2002-04-24 14:27:13 Options Investment Variance swap Implied volatility Volatility VIX Local volatility Stochastic volatility Black–Scholes Financial economics Mathematical finance Finance

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