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- Variance_swap abstract "A variance swap is an over-the-counter financial derivative that allows one to speculate on or hedge risks associated with the magnitude of movement, i.e. volatility, of some underlying product, like an exchange rate, interest rate, or stock index.One leg of the swap will pay an amount based upon the realized variance of the price changes of the underlying product. Conventionally, these price changes will be daily log returns, based upon the most commonly used closing price. The other leg of the swap will pay a fixed amount, which is the strike, quoted at the deal's inception. Thus the net payoff to the counterparties will be the difference between these two and will be settled in cash at the expiration of the deal, though some cash payments will likely be made along the way by one or the other counterparty to maintain agreed upon margin.".
- Variance_swap wikiPageID "1561053".
- Variance_swap wikiPageLength "10333".
- Variance_swap wikiPageOutDegree "52".
- Variance_swap wikiPageRevisionID "692407066".
- Variance_swap wikiPageWikiLink Call_option.
- Variance_swap wikiPageWikiLink Cash.
- Variance_swap wikiPageWikiLink Category:Banking.
- Variance_swap wikiPageWikiLink Category:Derivatives_(finance).
- Variance_swap wikiPageWikiLink Category:Financial_economics.
- Variance_swap wikiPageWikiLink Category:Mathematical_finance.
- Variance_swap wikiPageWikiLink Conditional_variance_swap.
- Variance_swap wikiPageWikiLink Correlation_swap.
- Variance_swap wikiPageWikiLink Correlation_trading.
- Variance_swap wikiPageWikiLink Counterparty.
- Variance_swap wikiPageWikiLink Delta_neutral.
- Variance_swap wikiPageWikiLink Derivative_(finance).
- Variance_swap wikiPageWikiLink Estimator.
- Variance_swap wikiPageWikiLink Exchange_rate.
- Variance_swap wikiPageWikiLink Forward-start_variance_swap.
- Variance_swap wikiPageWikiLink Gamma_swap.
- Variance_swap wikiPageWikiLink Greeks_(finance).
- Variance_swap wikiPageWikiLink Hedge_(finance).
- Variance_swap wikiPageWikiLink Heston_model.
- Variance_swap wikiPageWikiLink Implied_volatility.
- Variance_swap wikiPageWikiLink Interest_rate.
- Variance_swap wikiPageWikiLink Itxc3xb4s_lemma.
- Variance_swap wikiPageWikiLink Logarithm.
- Variance_swap wikiPageWikiLink Margin_(finance).
- Variance_swap wikiPageWikiLink Notional_amount.
- Variance_swap wikiPageWikiLink Option_(finance).
- Variance_swap wikiPageWikiLink Option_on_realized_variance.
- Variance_swap wikiPageWikiLink Options_on_Realized_Variance.
- Variance_swap wikiPageWikiLink Over-the-counter_(finance).
- Variance_swap wikiPageWikiLink Put_option.
- Variance_swap wikiPageWikiLink Rate_of_return.
- Variance_swap wikiPageWikiLink Replicating_portfolio.
- Variance_swap wikiPageWikiLink Risk.
- Variance_swap wikiPageWikiLink Security_(finance).
- Variance_swap wikiPageWikiLink Speculation.
- Variance_swap wikiPageWikiLink Stock_market_index.
- Variance_swap wikiPageWikiLink Straddle.
- Variance_swap wikiPageWikiLink Strike_price.
- Variance_swap wikiPageWikiLink Swap_(finance).
- Variance_swap wikiPageWikiLink Underlying.
- Variance_swap wikiPageWikiLink Variance.
- Variance_swap wikiPageWikiLink Variance_risk_premium.
- Variance_swap wikiPageWikiLink Volatility_(finance).
- Variance_swap wikiPageWikiLink Volatility_arbitrage.
- Variance_swap wikiPageWikiLink Volatility_smile.
- Variance_swap wikiPageWikiLink Volatility_swap.
- Variance_swap wikiPageWikiLinkText "Variance swap".
- Variance_swap wikiPageWikiLinkText "variance swap".
- Variance_swap wikiPageUsesTemplate Template:Derivatives_market.
- Variance_swap wikiPageUsesTemplate Template:Reflist.
- Variance_swap subject Category:Banking.
- Variance_swap subject Category:Derivatives_(finance).
- Variance_swap subject Category:Financial_economics.
- Variance_swap subject Category:Mathematical_finance.
- Variance_swap hypernym Derivative.
- Variance_swap type ChemicalSubstance.
- Variance_swap type Field.
- Variance_swap type Industry.
- Variance_swap type Market.
- Variance_swap type Occupation.
- Variance_swap type Service.
- Variance_swap comment "A variance swap is an over-the-counter financial derivative that allows one to speculate on or hedge risks associated with the magnitude of movement, i.e. volatility, of some underlying product, like an exchange rate, interest rate, or stock index.One leg of the swap will pay an amount based upon the realized variance of the price changes of the underlying product. Conventionally, these price changes will be daily log returns, based upon the most commonly used closing price.".
- Variance_swap label "Variance swap".
- Variance_swap sameAs Q7915766.
- Variance_swap sameAs Swap_de_variance.
- Variance_swap sameAs m.05bh0f.
- Variance_swap sameAs Вариационный_своп.
- Variance_swap sameAs Q7915766.
- Variance_swap wasDerivedFrom Variance_swap?oldid=692407066.
- Variance_swap isPrimaryTopicOf Variance_swap.