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by ussu
February 9th, 2020, 7:47 pm
Forum: Technical Forum
Topic: Var swap and Vol swap
Replies: 2
Views: 1430

Var swap and Vol swap

Why do two different products trades as vol swap and var swap. Are these products not inter-convertible?  I know Var swap has convexity and vol swap does not have but i don not understand how it helps in risk management. Can we calculate Vol of Vol if we know about vol swap and var swap? Is there an...
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