The variance swaps market is well established in equity derivatives. Volatility swaps and options on variance swaps are among the derivatives with realised variance as the underlying. The variance ...

Buying up-variance: If the underlying price is expected to rise or stay above a given level then buying an up-variance swap (with a 95% trigger for example) is a cheaper alternative to a long variance ...

HONG KONG--(BUSINESS WIRE)--GSR, a global leader in algorithmic digital assets trading and market making, has launched its latest product, the Bitcoin Variance Swap. Investors, traders, and companies ...

The floating leg of a variance swap pays the realised variance of the underlying price process. Classical results by Neuberger (1990) and Dupire (1993) show that if the underlying price process is an ...

May’s unexpected increase in equity market volatility, which led to big mark-to-market losses for some hedge funds, has not dented the variance swaps market, according to dealers. No volume figures on ...

HONG KONG--(BUSINESS WIRE)--GSR has completed the first ever cryptocurrency variance swap transaction with BlockTower Capital. A variance swap is a type of financial derivative product, common in ...

Hong Kong-based algorithmic crypto trading firm GSR launched cryptocurrency variance swaps, a product for hedging against volatility. The company announced the development in a press release published ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Andy Smith is a Certified Financial Planner ...

The FTSEurofirst 300 has held in a relatively narrow range - 1,018 to 1,056 points - for the past two weeks, as has the U.S. S&P 500, and BNP Paribas suggests that investors can cash in on such a ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...