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- Volatility_swap abstract "In finance, a volatility swap is a forward contract on the future realised volatility of a given underlying asset. Volatility swaps allow investors to trade the volatility of an asset directly, much as they would trade a price index.The underlying is usually a foreign exchange (FX) rate (very liquid market) but could be as well a single name equity or index. However, the variance swap is preferred in the equity market because it can be replicated with a linear combination of options and a dynamic position in futures.Unlike a stock option, whose volatility exposure is contaminated by its stock price dependence, these swaps provide pure exposure to volatility alone. This is truly the case only for forward starting volatility swaps. However, once the swap has its asset fixings its mark-to-market value also depends on the current asset price. One can use these instruments to speculate on future volatility levels, to trade the spread between realized and implied volatility, or to hedge the volatility exposure of other positions or businesses.".
- Volatility_swap wikiPageExternalLink 0498shrt.asp.
- Volatility_swap wikiPageID "10162448".
- Volatility_swap wikiPageLength "1474".
- Volatility_swap wikiPageOutDegree "10".
- Volatility_swap wikiPageRevisionID "651631345".
- Volatility_swap wikiPageWikiLink Category:Derivatives_(finance).
- Volatility_swap wikiPageWikiLink Finance.
- Volatility_swap wikiPageWikiLink Foreign-exchange_option.
- Volatility_swap wikiPageWikiLink Foreign_exchange_option.
- Volatility_swap wikiPageWikiLink Forward_contract.
- Volatility_swap wikiPageWikiLink Mark-to-market.
- Volatility_swap wikiPageWikiLink Mark-to-market_accounting.
- Volatility_swap wikiPageWikiLink Market_liquidity.
- Volatility_swap wikiPageWikiLink Variance_swap.
- Volatility_swap wikiPageWikiLink Volatility_(finance).
- Volatility_swap wikiPageWikiLinkText "volatility swap".
- Volatility_swap hasPhotoCollection Volatility_swap.
- Volatility_swap wikiPageUsesTemplate Template:Derivatives_market.
- Volatility_swap wikiPageUsesTemplate Template:Reflist.
- Volatility_swap wikiPageUsesTemplate Template:Unreferenced.
- Volatility_swap wikiPageUsesTemplate Template:Volatility.
- Volatility_swap subject Category:Derivatives_(finance).
- Volatility_swap hypernym Contract.
- Volatility_swap type Article.
- Volatility_swap type Company.
- Volatility_swap type Article.
- Volatility_swap type Market.
- Volatility_swap comment "In finance, a volatility swap is a forward contract on the future realised volatility of a given underlying asset. Volatility swaps allow investors to trade the volatility of an asset directly, much as they would trade a price index.The underlying is usually a foreign exchange (FX) rate (very liquid market) but could be as well a single name equity or index.".
- Volatility_swap label "Volatility swap".
- Volatility_swap sameAs Swap_de_volatilité.
- Volatility_swap sameAs m.02q3vgf.
- Volatility_swap sameAs Q7940002.
- Volatility_swap sameAs Q7940002.
- Volatility_swap wasDerivedFrom Volatility_swap?oldid=651631345.
- Volatility_swap isPrimaryTopicOf Volatility_swap.