Härdle, Wolfgang; Silyakova, Elena - 2010
investors began to look at volatility from a different angle. It happened due to emergence of a market for new derivative … swaps on DAX and its constituents during the 5-years period from 2004 to 2008. -- Conditional Variance Swap ; Corridor … Variance Swap ; Dispersion Trading ; Gamma Swap ; Variance Swap ; Volatility Replication ; Volatility Trading …