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.


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