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variance contract

An Economic Motivation for Variance Contracts: Variance contracts permit the trading of 'Variance risk', i.e. the risk that the squared volatility of stock returns changes randomly over time. The authors discuss why investors might want to trade this type of risk, and why they might prefer a variance contract to standard calls and puts for this...; Tags: Variance, Motivation, Argument, Variance Contract, Investment, Leadership, Finance, Management; White papers 2004-11-14