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Presentation . 2023
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Variance Swap Introduction

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 02 May 2023 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7886775 , 10.5281/zenodo.7886774

Variance Swap Introduction

Abstract

A variance swap is a forward contract on annualized variance, the square of the realized volatility. The holder of a variance swap at expiration receives a notional amount of dollar for every point by which the stock’s realized variance has exceeded the variance delivery price.

https://ia801407.us.archive.org/22/items/curve-construction-3_202110/CurveConstruction-3.pdf

Keywords

variance swap

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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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