Variance swaps under no conditions

Conditional variance swaps are recent financial innovations that enhance flexibility in volatility trading and risk management. They allow investors to take exposure to future market skew and convexity, and are attractive for investors with specific market scenarios because they are a relatively inexpensive and flexible way to lock in funds. A recent article (Jung, 2006) indicates that there is growing interest in conditional and corridor variance swaps among hedge funds and proprietary desks.

I

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: