Taming Volatility: A New Perspective on Variance Swaps
![Taming Volatility: A New Perspective on Variance Swaps](/resources/public/dtc/media/lookup_curves_screen.jpg)
While the variance swaps market has grown significantly and is currently worth trillions of dollars, pricing these derivatives remains problematic. Three authors provide a powerful new pricing model, revealing how to use variance swaps to construct and maintain an optimal investment portfolio.
Read the full version in English