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Recruitment of participants Volatility and Variance Swaps

Volatility and Variance Swaps
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GOODMEN

GOODMEN

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Volatility and Variance Swaps​


Module 1: Volatility Instruments

  • Volatility swaps
  • Variance swaps
  • Gamma swaps
  • Options on variance
  • VIX futures and options
Module 2: Valuation and Hedging

  • Vanilla options: Delta hedging and P&L path dependency
  • Static replication of variance swaps
  • Log contract replication
Module 3: Volatility Trading

  • Volatility trading with vanilla options
  • Trading volatility instruments
  • Forward volatility trading
  • Relative value trading
  • Dispersion trades: Correlation trading
  • Variance term structure trading
  • Skew and convexity trading
Code: 
https://www.nyif.com/volatility-and-variance-swaps.html
 
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