Search
Generic filters
Filter by Categories
Accounting
Banking

RV

It stands for realized variance or realized volatility; a realized variance a measure of rate/ price variability associated with the...

Realized Variance

A measure of rate/ price variability associated with the payoff or return of an instrument. This measure is typically based...

Variance Swap

An agreement to exchange the realized variance rate between the time of entering into the agreement and expiration date, based...

Forward Variance Swap

A variant on variance swap that allows investors to take a view on future variance swap rates rather than bet...