May’s unexpected increase in equity market volatility, which led to big mark-to-market losses for some hedge funds, has not dented the variance swaps market, according to dealers. No volume figures on ...

Buying up-variance: If the underlying price is expected to rise or stay above a given level then buying an up-variance swap (with a 95% trigger for example) is a cheaper alternative to a long variance ...

HONG KONG--(BUSINESS WIRE)--GSR, a global leader in algorithmic digital assets trading and market making, has launched its latest product, the Bitcoin Variance Swap. Investors, traders, and companies ...

Newly redesigned product aims to bring OTC variance swaps trading to the exchange-listed market Simplifies trading and settlement, while offering benefits of price discovery, central clearing and ...

This paper focuses on the pricing of variance and volatility swaps in the energy market. An explicit variance swap formula and a closed-form volatility swap formula (using the Brockhaus-Long ...

Variance swaps will be available via BXVS on BARX via Bloomberg, and will be targeted primarily at hedge funds and major financial institutions. Barclays Capital was the first dealer to pioneer the ...

HONG KONG--(BUSINESS WIRE)--GSR has completed the first ever cryptocurrency variance swap transaction with BlockTower Capital. A variance swap is a type of financial derivative product, common in ...