What does volatility swap mean?
Definitions for volatility swap
volatil·i·ty swap
This dictionary definitions page includes all the possible meanings, example usage and translations of the word volatility swap.
Wikipedia
Volatility swap
In finance, a volatility swap is a forward contract on the future realised volatility of a given underlying asset. Volatility swaps allow investors to trade the volatility of an asset directly, much as they would trade a price index. Its payoff at expiration is equal to ( σ realised − K vol ) N vol {\displaystyle (\sigma _{\text{realised}}-K_{\text{vol}})N_{\text{vol}}} where:
Numerology
Chaldean Numerology
The numerical value of volatility swap in Chaldean Numerology is: 4
Pythagorean Numerology
The numerical value of volatility swap in Pythagorean Numerology is: 6
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"volatility swap." Definitions.net. STANDS4 LLC, 2024. Web. 28 Apr. 2024. <https://www.definitions.net/definition/volatility+swap>.
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