What are Variance Swaps? Financial Derivatives - Trading Volatility
Published: September 18, 2026
Duration: 12:21
In todays video we learn about variance swaps
These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0
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What is a Variance Swap?
A variance swap is a financial derivative used to hedge or speculate on the magnitude of a price movement of an underlying asset.
A variance swap is a forward contract with a payoff based on...