Lale KARABIYIK, Adem ANBAR

Volatilite ve Varyans Swapları

(Volatility and Variance Swaps)

Muhasebe ve Finansman Dergisi

2007-Sayı: 35

62-77

Volatilite, öngörülen volatilite, varyans, volatilite swapı, varyans swapı, volatilite/varyans futures sözleşmesi ve volatilite/varyans opsiyon sözleşmesi.

Volatility, implied volatility, variance, volatility swap, variance swap, volatility/variance futures contract and volatility/variance option contract.

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