A volatility swap with a corridor on its underlying asset/ price/ rate, etc. Corridor volatility swaps accumulate the volatility arising...

The volatility of volatility. A measure of volatility which supposes that volatility is a random market risk variable, rather than...

A cap which is placed on the payment of one or both counterparties to a volatility swap. This cap usually...

A measure of volatility which supposes that volatility is a random market risk variable, rather than a known and constant...

The volatility of volatility. A measure of volatility which supposes that volatility is a random market risk variable, rather than...

A variation on variance swaps which weights the periodic squared return of the underlying by the ratio of current price...

As a volatility derivative, it is an agreement (swap) that entails exchanging the realized volatility between the time of entering...