Risk Management for Investors - What's the name of the game?


Volatility has become the name of the game for hedge funds and institutional investors, and variance swaps - instruments offering pure exposure to volatility - have become hugely popular.

A whole new range of variance-related products and strategies have been created by dealers, such as variance options, 'up-var' swaps and 'gamma' swaps (see page S2). But is the market in such instruments really ready to take off?

It is not surprising that structured products houses are pushing these instruments

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

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 individual account here