Euromoney’s 2012 FX survey results

Euromoney’s 2012 FX survey results

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Skip Navigation LinksHome :: Equity volatility: Strategies

August 2008

Equity volatility: Strategies

by John Ferry

Variance swaps and contingent variance swaps allow for a number of trading strategies.


Equity volatility: Betting on turbulenceEquity volatility: The technicalities of a variance swap Buying up-variance: If the underlying price is expected to rise or stay above a given level then buying an up-variance swap (with a 95% trigger for example) is a cheaper alternative to a long variance swap position because it has a lower break-even and...


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