TY  - RPRT
AU  - Chang, Chia-Lin
AU  - Jiménez-Martín, Juan-Ángel
AU  - McAleer, Michael
AU  - Pérez-Amaral, Teodosio
PY  - 2011
UR  - https://hdl.handle.net/20.500.14352/49038
AB  - Volatility is an indispensible component of sensible portfolio risk management. The volatility of an asset of composite index can be traded by using volatility derivatives, such as volatility and variance swaps, options and futures. The most popular...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Risk management
KW  - Financial derivatives
KW  - Futures
KW  - options
KW  - Swaps
KW  - 3-month variancefutures
KW  - 12-month variance futures
KW  - Risk exposure
KW  - Volatility.
TI  - The Rise and Fall of S&P500 Variance Futures
TY  - technical report
VL  - 2011
ER  -