A variance swap in which the buyer (the long) receives, at maturity, the realized daily variance of the reference underlying...
A variance swap in which the buyer (the long) receives, at maturity, the realized daily variance of the reference underlying...
A conditional variance swap (also a corridor variance swap) in which realized volatility accrues when the underlying remains below a...
A conditional variance swap (also a corridor variance swap) in which realized volatility accrues when the underlying remains above a...
A variance swap that allows investors to take exposure on a specific level of volatility provided that the underlying has...
A variation on variance swaps which weights the periodic squared return of the underlying by the ratio of current price...
An agreement to exchange the realized variance rate between the time of entering into the agreement and expiration date, based...
A variance swap in which the underlying’s price should fall within a specified range or corridor if its squared return...
An enhanced alternative to a variance swap. In view of the insensitivity of variance swap to the level of the...
A variation on variance swaps which weights the periodic squared return of the underlying by the ratio of current price to initial...
