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Variance swap
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Variance swapA type of volatility swap where the payout is linear to variance rather than volatility.
RELATED TERMS--------------------------------------
Type
The classification of an option contract as either a put or a call.
Volatility
Is the annualized standard deviation of the natural logarithms of asset returns.
Swap
An arrangement in which two entities lend to each other on different terms, e.g., in different currencies, and-or at different interest rates, fixed or floating.
Variance
Is a measure of volatility, risk, or statistical dispersion. It is the square of the standard deviation.
SIMILAR TERMS--------------------------------------
Variable
A quantity that is liable to change; the adjective describing such a quantity.
Variable annuity
An annuity in which you select the investment program that suits your future needs.
Variable cost
A cost that changes in proportion to a change in a company's activity or business.
Variable interest rate
Interest rates offered by banks and financial institutions on loans or deposits which are liable to change according to circumstances.
Variable life insurance
Insurance which combines term insurance (a death benefit) with a savings account, which can be switched between bond, equity and money market funds.
Variable plan
A plan in which either the number of shares and-or the price at which they will be issued is not known on the grant date.
Variable price security
A security that sells at a fluctuating market determined price stocks and bonds are example.
Variable rate
A variable rate agreement, as distinguished from a fixed rate agreement, calls for an interest rate that may fluctuate over the life of the loan.
Variable rate certificate
A certificate of deposit whose interest rate varies and is dependent on an influence such as prime rate.
Variable rate demand note
A note that is payable on demand and bears interest tied to a money market rate.
Variable rate loan
Loan made at an interest rate that fluctuates depending on a base interest rate, such as the prime rate or LIBOR.
Variable rate mortgage (VRM)
A mortgage where the interest rate is not fixed and which is dependent on influences such as interest rates on Treasury securities in the US or base rate in the UK.
Variable rated demand bond (VRDB)
Floating rate bond that periodically can be sold back to the issuer.
Variable ratio write
An option strategy in which the investor owns 100 shares of the underlying security and writes two call options against it, each option having a different striking price.
Varian Medical Systems
Varian Medical Systems is a top United States corporation in the field of health care equipment and services, and its estimated market value is 4,80 million US dollars.
Variance
Is a measure of volatility, risk, or statistical dispersion. It is the square of the standard deviation.
Variance minimization approach to tracking
An approach to bond indexing that uses historical data to estimate the variance of the tracking error.
Variance rule
Specifies the permitted minimum or maximum quantity of securities that can be delivered to satisfy a TBA trade.
Variation margin
Profits and losses on open futures contracts, which are revalued daily at the settlement price, which are subsequently paid to or received from the clearing house.
Variation of trust
It is possible to vary a trust deed if all the potential beneficiaries are adult, of sound mind and wish the change to be made.
VARICK MEMORIAL Credit Union
VARICK MEMORIAL is a credit union with head office in HEMPSTEAD, NY
Varig Brazil
Varig Brazil is a major airline in Brazil.
VARITRONIX INTL
VARITRONIX INTL is a securities company with code 00710 at Hong Kong stock. Board lot: 1,000.
PREVIOUS AND NEXT TERMS--------------------------------------
Variable rated demand bond (VRDB)
Floating rate bond that periodically can be sold back to the issuer.
Variable ratio write
An option strategy in which the investor owns 100 shares of the underlying security and writes two call options against it, each option having a different striking price.
Variance
Is a measure of volatility, risk, or statistical dispersion. It is the square of the standard deviation.
Variance minimization approach to tracking
An approach to bond indexing that uses historical data to estimate the variance of the tracking error.
Variance rule
Specifies the permitted minimum or maximum quantity of securities that can be delivered to satisfy a TBA trade.
Variance swap
Variation margin
Profits and losses on open futures contracts, which are revalued daily at the settlement price, which are subsequently paid to or received from the clearing house.
Variation of trust
It is possible to vary a trust deed if all the potential beneficiaries are adult, of sound mind and wish the change to be made.
Vault cash
Cash kept on hand in a depository institution's vault to meet day-to-day business needs.
Vega
Is the measure of change in an option given a change in the volatility.
Vega risk
Refers to the monetary exposure for a change in volatility for an option.
RELATED TERMS--------------------------------------
Type
The classification of an option contract as either a put or a call.
Volatility
Is the annualized standard deviation of the natural logarithms of asset returns.
Swap
An arrangement in which two entities lend to each other on different terms, e.g., in different currencies, and-or at different interest rates, fixed or floating.
Variance
Is a measure of volatility, risk, or statistical dispersion. It is the square of the standard deviation.
SIMILAR TERMS--------------------------------------
Variable
A quantity that is liable to change; the adjective describing such a quantity.
Variable annuity
An annuity in which you select the investment program that suits your future needs.
Variable cost
A cost that changes in proportion to a change in a company's activity or business.
Variable interest rate
Interest rates offered by banks and financial institutions on loans or deposits which are liable to change according to circumstances.
Variable life insurance
Insurance which combines term insurance (a death benefit) with a savings account, which can be switched between bond, equity and money market funds.
Variable plan
A plan in which either the number of shares and-or the price at which they will be issued is not known on the grant date.
Variable price security
A security that sells at a fluctuating market determined price stocks and bonds are example.
Variable rate
A variable rate agreement, as distinguished from a fixed rate agreement, calls for an interest rate that may fluctuate over the life of the loan.
Variable rate certificate
A certificate of deposit whose interest rate varies and is dependent on an influence such as prime rate.
Variable rate demand note
A note that is payable on demand and bears interest tied to a money market rate.
Variable rate loan
Loan made at an interest rate that fluctuates depending on a base interest rate, such as the prime rate or LIBOR.
Variable rate mortgage (VRM)
A mortgage where the interest rate is not fixed and which is dependent on influences such as interest rates on Treasury securities in the US or base rate in the UK.
Variable rated demand bond (VRDB)
Floating rate bond that periodically can be sold back to the issuer.
Variable ratio write
An option strategy in which the investor owns 100 shares of the underlying security and writes two call options against it, each option having a different striking price.
Varian Medical Systems
Varian Medical Systems is a top United States corporation in the field of health care equipment and services, and its estimated market value is 4,80 million US dollars.
Variance
Is a measure of volatility, risk, or statistical dispersion. It is the square of the standard deviation.
Variance minimization approach to tracking
An approach to bond indexing that uses historical data to estimate the variance of the tracking error.
Variance rule
Specifies the permitted minimum or maximum quantity of securities that can be delivered to satisfy a TBA trade.
Variation margin
Profits and losses on open futures contracts, which are revalued daily at the settlement price, which are subsequently paid to or received from the clearing house.
Variation of trust
It is possible to vary a trust deed if all the potential beneficiaries are adult, of sound mind and wish the change to be made.
VARICK MEMORIAL Credit Union
VARICK MEMORIAL is a credit union with head office in HEMPSTEAD, NY
Varig Brazil
Varig Brazil is a major airline in Brazil.
VARITRONIX INTL
VARITRONIX INTL is a securities company with code 00710 at Hong Kong stock. Board lot: 1,000.
PREVIOUS AND NEXT TERMS--------------------------------------
Variable rated demand bond (VRDB)
Floating rate bond that periodically can be sold back to the issuer.
Variable ratio write
An option strategy in which the investor owns 100 shares of the underlying security and writes two call options against it, each option having a different striking price.
Variance
Is a measure of volatility, risk, or statistical dispersion. It is the square of the standard deviation.
Variance minimization approach to tracking
An approach to bond indexing that uses historical data to estimate the variance of the tracking error.
Variance rule
Specifies the permitted minimum or maximum quantity of securities that can be delivered to satisfy a TBA trade.
Variance swap
Variation margin
Profits and losses on open futures contracts, which are revalued daily at the settlement price, which are subsequently paid to or received from the clearing house.
Variation of trust
It is possible to vary a trust deed if all the potential beneficiaries are adult, of sound mind and wish the change to be made.
Vault cash
Cash kept on hand in a depository institution's vault to meet day-to-day business needs.
Vega
Is the measure of change in an option given a change in the volatility.
Vega risk
Refers to the monetary exposure for a change in volatility for an option.
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This dictionary contains 24549 terms.
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