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Science Media
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SBSDR – A look at Equity Total Return Swaps
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Chapter 17 Variance Swaps | The Derivatives Academy
JRFM | Free Full-Text | Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management
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Using the Bootstrapped Market SOFR Caplet Normal Vol Surface to Price in Excel Interest Rate Caps/Floors on Backward/Forward Looking SOFR Term Rates - Resources
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Calculate Price Volatility for DeFi Variance Swaps
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Sensitivity to Skew and Convexity
Capped Variance Swaps | FINCAD
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Benn Eifert 🥷🏴☠️ on Twitter: "On capped/uncapped variance swap trades, or how to lose a billion dollars without even trying https://t.co/SgvOzJP0UJ" / Twitter
CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS - Zheng - 2014 - Mathematical Finance - Wiley Online Library
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Chapter 17 Variance Swaps | The Derivatives Academy
Convexity
