免費 TRADING VOL WITHOUT OPTIONS Guide to volatility swaps / variance

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

TRADING VOL WITHOUT OPTIONS
Guide to volatility swaps / variance swaps / gamma swaps, options on variance and futures on VIX / vStoxx trading_volatility_without_options.rar (276.83 KB) 本附件包括：

• trading_volatility_without_options.pdf

2017-8-23 23:57:28 上传

Trading Vol without options

Colin Bennett


While volatility trading has historically been performed by delta hedging
options, a variety of alternative products have been created to make volatility
trading easier. We examine the differences and similarities between volatility
swaps, gamma swaps and variance swaps. The pricing of related products,
such as corridor variance swaps, options on variance and futures on volatility
indices (VIX and vStoxx), are also analysed.

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏5 回帖

关键词：Volatility variance without Trading options

谢谢楼主分享！

看看。。。谢谢分享！

谢谢分享

谢谢分享

thanks a lot