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Variance Swaps

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jameswolfe
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Joined: July 14th, 2002, 3:00 am

Variance Swaps

March 24th, 2006, 7:46 pm

Does anyone know of a white paper on variance swaps for dummies? More for a non-quant.
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phaedo
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Joined: March 5th, 2005, 11:06 am

Variance Swaps

March 27th, 2006, 11:33 am

look at the following link: http://finmath.uchicago.edu/new/msfm/ev ... go2006.pdf
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Athletico
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Joined: January 7th, 2002, 4:17 pm

Variance Swaps

March 28th, 2006, 1:01 am

That UofC paper is now here: Option Trading and Variance Swaps
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