Timeline for Different types of swaps and generalized pricing structure - correlation swap, variance swap, volatility swap, gamma swap, etc
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 27, 2021 at 0:00 | history | tweeted | twitter.com/StackQuant/status/1386832587147124737 | ||
| Apr 26, 2021 at 19:12 | vote | accept | qxzsilver | ||
| Apr 24, 2021 at 15:59 | comment | added | nbbo2 | I do believe the details depend on the underlying (interest rate, volatility, correlation, exchange rate, etc.) and a general framework will not get you very far. | |
| Apr 24, 2021 at 11:51 | answer | added | AKdemy | timeline score: 4 | |
| Apr 23, 2021 at 22:26 | history | edited | qxzsilver | CC BY-SA 4.0 |
fixed typo in general swap formula (copied and pasted option formula "+" sign)
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| Apr 23, 2021 at 11:56 | answer | added | Gabriele Pompa | timeline score: 1 | |
| Apr 23, 2021 at 7:43 | comment | added | Kermittfrog | Irrespective of @Dimitri Vulis correct remark, I think this is a nice question. +1; still thinking of a way to think about this. | |
| Apr 22, 2021 at 22:11 | history | asked | qxzsilver | CC BY-SA 4.0 |