Realised Volatility and Variance Swaps

[Capital]

https://clubbingbuy.net/threads/volatility-and-variance-swaps.1308/

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

 

[MrTradoor]

This could be interesting, bit advanced though. Would rather come back to it after VolSignals and Euan content.

 

[Capital]

This could be interesting, bit advanced though. Would rather come back to it after VolSignals and Euan content.

This is good stuff brother