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Static Hedging, Variance Swap and Volatility Index*

  • Raymond H. Chan,
  • Yves ZY. Guo,
  • Spike T. Lee,
  • Xun Li

摘要

At the beginning of this chapter, we first discuss how to replicate a European-style option with call and put options of different strikes. From there, a special contract called variance swap will be covered, together with its valuation and hedging. The static hedging formula with calls/puts can link implied volatilities with variance swap prices.