Volatility: the next mainstream asset class?

A volatile time

Sparking into life: many products now reference volatility

This year is destined to go down in the history of derivatives trading as the year that volatility finally came of age – 40 years after the Black-Scholes model first gave traders a method for calculating volatility. Why has it taken so long?

Although over-the-counter trading of variance swaps by hedge funds took off in the 1990s, it was not until the Chicago Board Options Exchange’s (CBOE) internationally renowned Vix Index became tradeable and hedgeable in 2005 that volatility gained wider

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