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Variance swap
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1	The price of variance risk Ian Dew-Becker, Stefano Giglio, Anh Le, and Marius Rodriguez∗ November 12, 2014 Abstract The average investor in the variance swap market is indifferent to news about future Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-12-01 04:33:25 Mathematical finance Economy Finance Money VIX Variance risk premium Variance swap Volatility Yield curve Swap Derivative Implied volatility
2	Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2010-03-22 12:53:13 Economy Mathematical finance Finance Money Stochastic volatility Variance risk premium Variance swap VIX Risk premium Volatility Equity premium puzzle Implied volatility
3	/private/tmp/tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.ps Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:32:22 Mathematical finance Economy Applied mathematics Finance Volatility Stochastic volatility Variance swap Implied volatility Variance risk premium Financial economics Skewness risk Option
4	sfi:practitioner roundups Academic Insights on Finance Matters for the General Public Summer 2016 Add to Reading List Source URL: www.swissfinanceinstitute.ch Language: English - Date: 2016-06-15 04:03:08 Mathematical finance Finance Money Economy Financial economics Technical analysis Investment Banking Variance swap Volatility VIX Stochastic volatility
5	How crashes develop: intradaily volatility and crash evolution David S. Bates University of Iowa and the National Bureau of Economic Research May 28, 2015 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2015-05-28 08:34:28 Mathematical finance Futures contract Volatility E-mini Realized variance Day trading Commodity tick VIX Variance swap
6	Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi University of Warwick Walter Distaso Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2011-01-28 05:36:55 Mathematical finance VIX Volatility Stochastic volatility Variance swap Rational pricing Financial risk Stock market index Option Implied volatility Volatility smile
7	International Swaps and Derivatives Association, Inc. Disclosure Annex for Equity Derivative Transactions This Annex supplements and should be read in conjunction with the General Disclosure Statement. NOTHING IN THIS AN Add to Reading List Source URL: globalmarkets.bnpparibas.com Language: English - Date: 2015-06-30 07:40:34 Economy Finance Money Financial economics Options Systemic risk Banking Mathematical finance Variance swap Derivative Equity swap Swap
8	Rough Volatility Jim Gatheral Baruch College (Dated: February 19, 2015) Starting from the observation that increments of the log-realized-volatility possess a remarkably simple scaling property, we show that log-volatili Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2015-02-09 00:05:09 Statistics Volatility Stochastic volatility Hurst exponent Variance swap Volatility smile Implied volatility Mathematical finance Finance Financial economics
9	Chicago Booth Paper NoResolution of Policy Uncertainty and Sudden Declines in Volatility Dante Amengual Centro de Estudios Monetarios y Financieros Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-09-13 10:12:51 Economics Volatility VIX Variance swap Stochastic volatility Valuation of options Autoregressive conditional heteroskedasticity Implied volatility Heston model Mathematical finance Finance Financial economics
10	Over-the-Counter Derivatives Charles River provides a comprehensive solution with portfolio management, trading, and compliance capabilities for over-the-counter (OTC) derivatives Investing in OTC derivatives requires sp Add to Reading List Source URL: www.crd.com Language: English - Date: 2015-04-18 08:49:44 Swap Derivative Interest rate swap Credit default swap Futures contract Total return swap Over-the-counter Variance swap Volatility swap Financial economics Finance Investment