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12:49
YouTube
finRGB
Variance Swaps Explained | Mechanics & Use | FRM Part 1 | CFA Level 3
In this video from the FRM Part 1 and CFA Level 3 curriculum, we take a look at Variance Swaps and explore their mechanics and through a simple example how they can be put to use in practice. We also go through the specifics of how realized variance is calculated, how are variance swaps priced and sized (i.e. setting of variance notional). For ...
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