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2 thoradh

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

    #582999

    IATE #3546238
    babhtáil athraithis Tagairt Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    Varianz-Swap
    de
    Sainmhíniú 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 Tagairt COM-Internes Dokument MARKT-2012-80030-00-00
    variance swap | swaps
    en
    Sainmhíniú type of volatility swap where the payout is linear to variance rather than volatility Tagairt (I)INVESTOPEDIA > Variance Swap, http://www.investopedia.com/terms/v/varianceswap.asp#axzz2AQJ8UqRm [19.6.2014]
    Nóta 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]
  2. FINANCE|free movement of capital|financial market · TRADE|marketing|commercial transaction

    #590012

    IATE #3570088
    babhtáil athraithis ar chothromas Tagairt Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    Equity-Variance-Swap
    de
    Sainmhíniú Swap, bei dem zwei Marktteilnehmer vereinbaren, zukünftig Beträge auszutauschen, deren Höhe von der Veränderung der Equity-Varianz über einen definierten Zeitraum abhängt Tagairt RiskNet-Glossar > Equity-Variance-Swap, https://www.risknet.de/wissen/glossar/equity-variance-swap/cfc220f72bc79e5d2638e679e4701625/?tx_contagged%5Bsource%5D=default (31.8.2016)
    Nóta die Varianz kann sich dabei auf Einzelwerte (Shares) oder auf Indizes beziehen
    equity variance swap
    en
    Sainmhíniú variance swap [ IATE:3546238 ] traded on an underlying equity index Tagairt COM-EN, based on:- 'Variance swaps and CBOE S&P 500 variance futures', Euromoney Handbooks, Chapter 1, Chicago Board Options Exchange (CBOE), Chicago Trading Company, Biscamp, L., Weithers, T., http://www.cfe.cboe.com/education/finaleuromoneyvarpaper.pdf [6.12.2016]- 'Variance swaps', European Equity Derivatives Research, J.P. Morgan Securities Ltd., 2006, http://quantlabs.net/academy/download/free_quant_instituitional_books_/[JP%20Morgan]%20Variance%20Swaps.pdf [6.12.2016]
    Nóta Variance swap liquidity has so far been concentrated on [the] equity markets, in part fuelled by the need for investment banks to recycle volatility and correlation exposures that are embedded in structured products. However variance swaps do trade on non-equity underlyings – for example FX, interest rates, commodities and credit – albeit with less liquidity.Reference:'Variance swaps and CBOE S&P 500 variance futures', Euromoney Handbooks, Chapter 1, Chicago Board Options Exchange (CBOE), Chicago Trading Company, Biscamp, L., Weithers, T., p. 25, http://www.cfe.cboe.com/education/finaleuromoneyvarpaper.pdf [6.12.2016]