Euromoney

Equity volatility: Strategies

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 ...
Euromoney

Equity volatility: Betting on turbulence

Equity market volatility in advanced economies shot through the roof when the credit and liquidity crisis kicked in last year and has been high ever since. It might have been expected then that the ...
Traders Magazine

Cboe Plans New S&P 500 Variance Futures

CHICAGO, July 22, 2024 /PRNewswire/ — Cboe Global Markets, Inc. (Cboe: CBOE), the world’s leading derivatives and securities exchange network, today announced plans to launch a newly redesigned Cboe S ...
Insurancenewsnet.com

New Study Findings from University of Calgary Illuminate Research in Risk Management (Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi ...

2023 OCT 03 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- New research on risk management is the subject of a new report. According to news originating from Calgary, ...