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- Volatility Derivatives 1
- The world of Structured Products 4
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- Vanilla Options
- Volatility, Skew and Term Stru
- Option Sensitivies: Greeks
- Option Strategies
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- Barrier Options
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- Autocallable Structures
- The Cliquet Family
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- Variance Swaps /
- Uses of Variance Swaps
Uses of Variance Swaps
- Exploiting a volatility view
- Specific Hedging Purposes
- Rolling Short Variance
- Diversification
- Index Variance Spreads
- Relative Value single-stock Volatility
- Variance Dispersion and Correlation Trading
- Forward Variance and Volatility Spikes
- Trading the Variance Swap Term Structure
- Skew and Convexity Trades
- Cross-Asset Trades: Equity Vol vs Credit