Gaois

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  1. ECONOMICS|economic analysis|statistics · FINANCE|free movement of capital

    #649534

    IATE #3546238
    babhtáil athraithis Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    Varianz-Swap
    de
    Definition Finanzterminkontrakt, der sich auf die realisierte Varianz (Volatilität im Quadrat) eines Basiswerts bezieht und insbesondere den Handel der zukünftigen realisierten (oder historischen) Volatilität gegen die aktuelle implizite Volatilität ermöglicht Reference COM-Internes Dokument MARKT-2012-80030-00-00
    variance swap
    en
    Definition type of volatility swap where the payout is linear to variance rather than volatility Reference "(I)INVESTOPEDIA > Variance Swap, http://www.investopedia.com/terms/v/varianceswap.asp#axzz2AQJ8UqRm [19.6.2014]"
    Comment "Therefore, the payout will rise at a higher rate than volatility. Variance is the square of standard deviation. Because of this, a variance swaps' payout will be larger than that of a volatility swap, as these products are based upon variance rather than standard deviation. REF:(I)INVESTOPEDIA > Variance Swap, http://www.investopedia.com/terms/v/varianceswap.asp#axzz2AQJ8UqRm [19.6.2014]"