variance swap
常見(jiàn)例句
- Investors can take part in a “variance swap”, whereby one counterparty agrees to receive implied volatility and the other receives realised.
投資者可以參加一種叫“差異互換”的衍生品機(jī)制,藉此交易雙方達(dá)成協(xié)議,一個(gè)接收隱含波動(dòng),另一個(gè)接收實(shí)際波動(dòng)。 返回 variance swap