Talk:Volatility swap

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Assessment comment[edit]

The comment(s) below were originally left at Talk:Volatility swap/Comments, and are posted here for posterity. Following several discussions in past years, these subpages are now deprecated. The comments may be irrelevant or outdated; if so, please feel free to remove this section.

Last paragraph seems to have been lifted directly from the summary from this paper: http://www.ederman.com/new/docs/gs-volatility_swaps.pdf

Last edited at 15:29, 31 July 2009 (UTC). Substituted at 10:04, 30 April 2016 (UTC)