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Volatility swap
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51	Derivation Highlights January – June 2012 Version[removed]rev00-db276.000 Quality • Add to Reading List Source URL: www.derivation.co.uk Language: English - Date: 2013-01-10 14:14:36 Economics Volatility swap Variance swap Swap Volatility Ergonomics Mathematical finance Finance Financial economics
52	Portfolio Management Highlights Live and historic P&L: Derivation worksheets may display multi period real-time and historic P&L figures, supporting three accounting methods side-by-side. Intuitive user interface: Simila Add to Reading List Source URL: www.derivation.co.uk Language: English - Date: 2013-06-13 09:38:02 Financial markets Futures contract Spreadsheet Worksheet Equity derivative Derivative Option Forward contract Volatility swap Financial economics Finance Investment
53	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. A Tale of Two Option Markets: Pricing Kernels and Volatility Risk Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-08-13 16:27:06 Investment VIX Implied volatility Volatility Variance swap Chicago Board Options Exchange Black–Scholes Stochastic volatility Mathematical finance Financial economics Finance
54	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. A Tale of Two Option Markets: Pricing Kernels and Volatility Risk Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-08-13 16:27:06 Investment VIX Implied volatility Volatility Variance swap Chicago Board Options Exchange Black–Scholes Stochastic volatility Mathematical finance Financial economics Finance
55	Introducing a New Form of Volatility Index: The Cross-Sectional Volatility Index January[removed]Felix Goltz Add to Reading List Source URL: www.edhec-risk.com Language: English - Date: 2012-05-14 08:58:21 Investment VIX Implied volatility Volatility Chicago Board Options Exchange Variance swap Stock market index VDAX Beta Mathematical finance Financial economics Finance
56	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Volatility, Money Market Rates, and the Transmission of Monetary Policy Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2011-04-19 15:35:03 Macroeconomics Banking Monetary policy Fixed income market Yield curve Libor Federal funds rate LIBOR–OIS spread Overnight indexed swap Economics Interest rates Finance
57	Credit Derivatives and the Default Risk of Large Complex Financial Institutions Giovanni Calice1 1 Christos Ioannidis2 Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2010-10-25 14:48:59 Mathematical finance Merton Model Credit default swap Financial risk Economics Volatility Derivative Corporate bond Credit risk Financial economics Finance United States housing bubble
58	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Economics Stochastic volatility VIX Volatility Capital asset pricing model Variance swap Linear regression Variance risk premium Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Finance
59	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Economics Volatility Stochastic volatility Rational pricing VIX Variance swap Valuation of options Risk-neutral measure Financial risk Mathematical finance Financial economics Finance
60	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English United States housing bubble Mathematical finance Credit default swap Derivative Corporate bond Merton Model Implied volatility Swap Futures contract Financial economics Finance Investment

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