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Statements

Subject Item
dbr:Corridor_variance_swap
dbo:wikiPageWikiLink
dbr:Conditional_variance_swap
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dbr:Conditional_variance_swap
Subject Item
dbr:Variance_swap
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dbr:Conditional_variance_swap
Subject Item
dbr:Conditional_variance_swap
rdf:type
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rdfs:label
Conditional variance swap
rdfs:comment
A conditional variance swap is a type of swap derivative product that allows investors to take exposure to volatility in the price of an underlying security only while the underlying security is within a pre-specified price range. This ability could be useful for hedging complex volatility exposures, making a bet on the volatility levels contained in the skew of the underlying security's price, or buying/selling variance at more attractive levels given a view on the underlying security.
dcterms:subject
dbc:Derivatives_(finance) dbc:Swaps_(finance)
dbo:wikiPageID
22027047
dbo:wikiPageRevisionID
1104916808
dbo:wikiPageWikiLink
dbr:Swap_(finance) dbr:Skewness dbr:Volatility_(finance) dbr:Black–Scholes_model dbc:Swaps_(finance) dbc:Derivatives_(finance) dbr:Out-of-the-money dbr:Replicating_portfolio dbr:Derivative_(finance) dbr:Variance_swap
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dbo:abstract
A conditional variance swap is a type of swap derivative product that allows investors to take exposure to volatility in the price of an underlying security only while the underlying security is within a pre-specified price range. This ability could be useful for hedging complex volatility exposures, making a bet on the volatility levels contained in the skew of the underlying security's price, or buying/selling variance at more attractive levels given a view on the underlying security.
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dbr:Product
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wikipedia-en:Conditional_variance_swap?oldid=1104916808&ns=0
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wikipedia-en:Conditional_variance_swap
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wikipedia-en:Conditional_variance_swap
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dbr:Conditional_variance_swap