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miguel

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visits member for 2 years, 3 months
seen Sep 26 '11 at 21:11
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217 reputation
 bio website visits member for 2 years, 3 months
24 badges
 location seen Sep 26 '11 at 21:11
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3 Questions

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8
 Why would an investor trade a variance swap over a volatility swap?
8
 What are the main differences in Jump Volatility and Local Volatility
6
 Varswap Basis - What is it in practice?

217 Reputation

+30 Varswap Basis - What is it in practice?
+40 Why would an investor trade a variance swap over a volatility swap?
+40 What are the main differences in Jump Volatility and Local Volatility

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volatility × 3
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black-scholes
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swaps × 2
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local-volatility
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variance

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