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Financial derivative instrument
In finance, a volatility swap is a forward contract on the future realised volatility of a given underlying asset. Volatility swaps allow investors to
Volatility_swap
Chicago Board Options Exchange Volatility index
Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It
VIX
Over-the-counter financial derivative
corresponding vega notional for a volatility swap. This makes the payoff of a variance swap comparable to that of a volatility swap, another less popular instrument
Variance_swap
Financial metric
correlation to financial market activity and volatility. Used as an indicator of economic activity, higher swap spreads are indicative of greater risk aversion
Swap_spread
Type of financial derivative
conditional variance swap is a type of variance swap or swap derivative product that allows investors to take exposure to volatility in the price of an
Conditional_variance_swap
Risk arising from changes in market volatility affecting the value of financial positions
currency trading. Volatility risk can be managed by hedging with appropriate financial instruments. These are volatility swaps, variance swaps, conditional
Volatility_risk
refers to the volatility swap, which is in another word the forward contract on future realized volatility. The long position of the volatility option, like
Option_on_realized_volatility
Exchange of derivatives or other financial instruments
future realized (or historical) volatility against current implied volatility. A constant maturity swap (CMS) is a swap that allows the purchaser to fix
Swap_(finance)
Overview of finance and finance-related topics
Stochastic volatility – When variance is a random variable Stochastic volatility jump – Class of financial models with stochastic volatility and jumpsPages
Outline_of_finance
Option pricing model
A local volatility model, in mathematical finance and financial engineering, is an option pricing model that treats volatility as a function of both the
Local_volatility
Financial model
swap rate and then applying the Black formula. In this context the associated volatility parameter is usually reported as a Black implied volatility.
Black_model
Stochastic volatility model used in derivatives markets
mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands
SABR_volatility_model
Model in finance
the evolution of the volatility of an underlying asset. It is a stochastic volatility model: such a model assumes that the volatility of the asset is not
Heston_model
Financial swap agreement in case of default
A credit default swap (CDS) is a financial swap agreement that the seller of the CDS will compensate the buyer in the event of a debt default (by the debtor)
Credit_default_swap
Computer memory management scheme
system. For historical reasons, this technique is sometimes referred to as swapping. When combined with virtual memory, it is known as paged virtual memory
Memory_paging
measure of volatility which is useful for many purposes, including volatility forecasting, forecast evaluation, risk management, and variance swap pricing
Realized_variance
Application of mathematical and statistical methods in finance
Implied volatility, Volatility smile Local volatility Stochastic volatility Constant elasticity of variance model Heston model Stochastic volatility jump
Mathematical_finance
Linear interest rate derivative involving exchange of interest rates between two parties
attempt to hedge, both to protect value and to reduce volatility. Since the cash flows of component swaps offset each other, traders will implement this hedging
Interest_rate_swap
Type of interest rate derivative
n caplet Black volatilities, you need to track just one: the flat volatility. Another important relationship is that if the fixed swap rate is equal to
Interest_rate_cap_and_floor
U.S. stock market crash lasting 36 minutes in May 6, 2010
increase in the price volatility of some individual securities". At 2:32 p.m. (EDT), against a "backdrop of unusually high volatility and thinning liquidity"
2010_flash_crash
Arbitrage exploiting differing interest rates
Fixed-income volatility arbitrage is a strategy designed to profit from pricing differences in a fixed income security's forecasted future price-volatility and
Fixed_income_arbitrage
Atomic computer processor instruction
In computer science, compare-and-swap (CAS) is an atomic instruction used in multithreading to achieve synchronization. It compares the contents of a memory
Compare-and-swap
Investment product
currency to reduce interest rate volatility exposures, FX Options to reduce FX volatility exposures and Basis swaps to reduce basis risk. Correlation
Power reverse dual-currency note
Power_reverse_dual-currency_note
Type of derivative in finance
Girsanov theorem leading to a drift term which depends on its volatility, the FX rate volatility (FX rate between the pricing currency and the modeled variable
Quanto
between stock price volatility and stock price, none of these models are able to strongly explain the excess returns on variance swaps. This implies that
Variance_risk_premium
Type of financial purchase on securities
widening or narrowing of the spread. The volatility of the spread is typically much lower than the volatility of the individual legs, since a change in
Spread_trade
Type of swap in finance
maturity swap (CMS) is a swap that allows the purchaser to fix the duration of received flows on a swap. The floating leg of an interest rate swap typically
Constant_maturity_swap
diversification, which implies that the volatility of a portfolio of securities is less than (or equal to) the average volatility of all the securities in that
Correlation_trading
Financial derivative option based on realized variance of an underlying asset
schemes, like, the Monte Carlo method. Variance swap Volatility swap Volatility (finance) Volatility risk Barndorff-Nielsen, Ole E.; Shephard, Neil (May
Option_on_realized_variance
Option granting the owner the right to a financial swap
the length of the underlying swap. Adjustments may then be made for moneyness; see Volatility smile § Implied volatility surface. To use the lattice based
Swaption
Right to buy or sell a certain thing at a later date at an agreed price
security – a so-called volatility smile; and with a time dimension, a volatility surface. The main approach here is to treat volatility as stochastic, with
Option_(finance)
Financial agreement
In finance, perpetual futures, also known as perpetual swaps, are contract agreements to non-optionally buy or sell an asset at an unspecified point in
Perpetual_futures
Method for evaluating stock options that divides time into discrete intervals
volatility for the Black-76-prices of each component caplet; see Interest rate cap § Implied Volatilities.) Given this functional link to volatility,
Lattice_model_(finance)
Concept in finance
more volatility than stable blue chip shares whose fluctuation is more benign at 2–3%. Volatility affects calls and puts alike. Higher volatility increases
Valuation_of_options
Credit derivative
default swap index is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities. Unlike a credit default swap, which
Credit_default_swap_index
16th episode of the 5th season of The Twilight Zone
conditions, with whoever agrees to the swap. Confidential personnel file on Salvadore Ross. Personality: a volatile mixture of fury and frustration. Distinguishing
The Self-Improvement of Salvadore Ross
The_Self-Improvement_of_Salvadore_Ross
instead of a dealer needing to use an implied volatility to use in pricing the option, the volatility is fixed, and the maturity is left floating. As
Timer_Call
Keyword used in some programming languages to tag variables
varies considerably among the programming languages that have the volatile keyword. Volatility can have implications regarding function calling conventions
Volatile (computer programming)
Volatile_(computer_programming)
Type of bond
determine the implied volatility (using the assumed spread) or implied spread (using the assumed volatility). This volatility/credit dichotomy is the
Convertible_bond
Academic discipline concerned with the exchange of money
§ Portfolio theory above. Closely related is the volatility smile, where, as above, implied volatility – the volatility corresponding to the BSM price – is observed
Financial_economics
strikes the head of its target, causing extra (often fatal) damage. Head swap An animation technique in which a new head is put on an existing character
Glossary_of_video_game_terms
Ability to manage financial crisis
a financial crisis occurs and is characterised as an economy with low volatility. It also involves financial systems' stress-resilience being able to cope
Financial_stability
Economics term
specific capital charge under Basel III, and may also result in earnings volatility under IFRS 13, and is therefore managed by a specialized desk. CVA is
Credit_valuation_adjustment
American video game retailer
from $17.25 to over US$500 per share. According to the SEC report, this volatility was only in part due to the massive buying power of retail investors.
GameStop
Type of financial futures contract
Container Freight Swap Agreements are a financial futures contract that allow for hedging and speculating against the volatility of seaborne, intermodal
Container Freight Swap Agreement
Container_Freight_Swap_Agreement
Academic discipline studying businesses and investments
money-, risk- and investment management aim to maximize value and minimize volatility. Financial analysis assesses the viability, stability, and profitability
Finance
Term used in business finance
investing (Treasury basis trade) Convergence trade Statistical arbitrage Volatility arbitrage Event-driven Shareholder activism Distressed securities Risk
Special_situation
Form of funded credit derivative
instrument. A CDS, credit default swap, is embedded in the instrument. It can be thought of as a fully funded total return swap where the underlying asset total
Credit-linked_note
American businessman and government official (born 1962)
of His $2 Billion Back from Bessent". Bloomberg News. May 14, 2018. "Volatility Offers Rich Pickings". The Australian. November 16, 2018. Delevingne,
Scott_Bessent
Economics concept
equity premium and a measure of implied volatility (in this case VIX, the Chicago Board Options Exchange Volatility Index). Dennis, Mayhew & Stivers (2006)
Equity_premium_puzzle
Discontinued computer memory type
16 GB of Optane SSD swap is more performant than the equivalent system built with a NAND SSD. The bottleneck in Optane SSD swap lies in the Linux block
3D_XPoint
products such as variance swaps. Pure volatility - Other tools which are used for gaining exposure or hedging against volatility in the Australian equity
S&P/ASX_200_VIX
Investment fund traded on stock exchanges
factor such as high dividend stocks or value, momentum, quality, and low volatility, or a certain theme such as climate change, cloud computing, robotics
Exchange-traded_fund
Implied interest rate
mortgages due to its volatility. They are still available in the wholesale and commercial lending space.[citation needed] The Singapore Swap Offer Rate (SOR)
Singapore_Swap_Offer_Rate
Model that values credit risk using option-based default mechanics
value of the liabilities; and the equity market value thus depends on the volatility of the market value of the company assets. The idea applied is that, in
Merton_model
Use of borrowed funds in the purchase of an asset
of liabilities divided by equity. Economic leverage is volatility of equity divided by volatility of an unlevered investment in the same assets. For example
Leverage_(finance)
10 March 2026. "Atlantic LNG rates drop to $167,500 per day as market volatility continues". LNG Prime. 13 March 2026. "Qatar's LNG Exports Disrupted For
2026_Iranian_strikes_on_Qatar
American financial derivatives company
trading in financial derivatives such as futures contracts, options, and swaps. Its exchanges include the Chicago Mercantile Exchange (CME), the Chicago
CME_Group
Model parameters in mathematical finance
42. Vega measures sensitivity to volatility. Vega is the derivative of the option value with respect to the volatility of the underlying asset. V = ∂ V
Greeks_(finance)
2024 British TV miniseries
marriage whose nine-year-old son, Edgar, goes missing. Vincent's increasingly volatile behaviour alienates him from his friends, family, and coworkers. After
Eric_(TV_series)
Defunct American hedge fund
that time. Short US swap spread Euro Cross-Swap Long US mortgages hedged Swap curve Japan Italian swap spread Fixed income volatility On-the-run/off-the-run
Long-Term_Capital_Management
Welsh actor and presenter (born 1969)
it forward". The Guardian. Retrieved 5 August 2025. Six years ago, he swapped life in Los Angeles for Port Talbot, the steel town where he grew up. Wiseman
Michael_Sheen
Tax levied on trades of financial instruments such as stocks, bonds, or derivatives
of volatility in specific areas, see each specific type of financial transaction taxes below. An exception to the purpose of "curbing of volatility" is
Financial_transaction_tax
International fiscal framework
cooperation. The CRA's "liquidity instrument" is the central bank liquidity swap. When a borrowing country ("Requesting Party") requests to draw funds, the
BRICS Contingent Reserve Arrangement
BRICS_Contingent_Reserve_Arrangement
Term in finance
Speculation Squeeze-out Stock dilution Stock exchange Stock market index Stock split Stock swap Trade Tender offer Uptick rule Volatility Voting interest Yield
Momentum_(finance)
Selling unowned financial securities
lower price. A short position can also be achieved through certain types of swap, such as a contract for difference, which is an agreement between two parties
Short_(finance)
2021 cryptocurrency fraud incident
crypto scandal involving several UK YouTubers is a painful reminder of the volatility of cryptocurrency and the dangers of trusting influencers – opinion".
Save_the_Kids_token
Total amount of debt owed to lenders by a government/state
countries from 1979 through 2006 was denominated in U.S. dollars. Credit default swap Crowding-in effect Crowding out Debt clock Debt Sustainability Analysis Financial
Government_debt
Relationships among bond yields of different maturities
anticipated interest rates being steady, or short-term volatility outweighing long-term volatility. Yield curves continually move all the time that the
Yield_curve
Economics concept
another. See Exotic derivative. Typically, real rate swaps also come under this bracket, such as asset swaps of inflation-indexed bonds (government-issued inflation-indexed
Inflation_derivative
Non-functioning electronic device
the flash process. Sometimes it is possible to boot from a floppy, then swap the old presumably dead BIOS chip in and re-flash it.[better source needed]
Brick_(electronics)
Category of financial market infrastructure
CCP may increase initial margin requirements in response to high price volatility. Variation margin is the second line of defense against fluctuation in
Central_counterparty_clearing
Business where a currency can be exchanged for another
enable it to earn a profit. The bureau will also need to take account of volatility in the market. However, in a dynamic market, a dealer may be caught out
Bureau_de_change
Cohort born from 1997 to 2012
Retrieved November 21, 2020. Hymas, Charles (December 9, 2020). "Generation Z swap drink for drugs as class A use by 16-24-year-olds rises by half in seven
Generation_Z
Approach to optimizing staff in a workplace
short-term demand can produce unpredictable hours and introduce income volatility for frontline employees. It also raises concerns about employer surveillance
Workforce_management
Investment management approach
used by defined benefit pension schemes and insurers to reduce funding volatility and to help ensure cash is available when benefits fall due. LDI techniques
Liability-driven investment strategy
Liability-driven_investment_strategy
Capitalisation of risk-free opportunities in financial markets
results in significant, but range-bound principal volatility. The end goal is to limit this principal volatility, eliminating its relevance over time as the
Arbitrage
Protocol for statefully assigning IPv6 addresses on an IPv6 network
ensure that transactions remain consistent even if hardware interfaces are swapped or addresses are reassigned. The DUID is designed to be permanent across
DHCPv6
Computer science concept
to data also qualify. Persistent memory capabilities extend beyond non-volatility of stored bits. For instance, the loss of key metadata, such as page table
Persistent_memory
American billionaire businessman (1942–2024)
held by the Infinity Q Diversified Alpha mutual fund and the Infinity Q Volatility Alpha private fund. According to the complaint, Velissaris collected more
David_Bonderman
Nintendo 3DS game
of different games, three of them being playable free of charge: Puzzle Swap, StreetPass Quest and StreetPass Quest II (known as Find Mii and Find Mii
StreetPass_Mii_Plaza
Portable computer introduced in 1983
built-in 3.6V NiCad rechargeable battery maintains memory during battery swaps. The computer cannot run from the rechargeable nickel-cadmium batteries
TRS-80_Model_100
Object or module in concurrent programming
primitive. The read-modify-write primitive (usually test-and-set or compare-and-swap) is usually in the form of a memory-locking instruction provided by the ISA
Monitor_(synchronization)
Bond issued by a corporation
The most common derivative of corporate bonds is called a credit default swap (CDS), which is a contract between two parties that provides a synthetic
Corporate_bond
Investments other than stocks, bonds and cash
Risk–return spectrum Social dividend Structured product Sustainability Systematic risk Universal basic income Volatility (finance) Watered stock v t e
Alternative_investment
Hypothetical interest rate on a risk-free investment
the use of swap rates as a measurement of the risk-free rate. Feldhütter and Lando state that: "the riskless rate is better proxied by the swap rate than
Risk-free_rate
Treasury basis trading: bond and futures arbitrage strategy
repo conditions—forced unwinds of basis trades can exacerbate market volatility. As of 2025, Treasury basis trades are estimated to account for $1 to
Treasury_basis_trade
American adult animated sitcom
2009, to December 17, 2023. The show follows the exploits of bumbling, volatile secret agent Sterling Archer (voiced by H. Jon Benjamin) and his dysfunctional
Archer_(2009_TV_series)
Bankrupt cryptocurrency exchange
U.S. Department of Justice indicted three individuals for running a SIM swap scam operation that allegedly stole “over $400 million in virtual currency”
FTX
Quotation of the relative value of two currencies
pairs". The high level of risk, unique trading opportunity, and increased volatility behind exotic pairs pushes most retail traders the opposite way; however
Currency_pair
Ongoing armed conflict in the Middle East
Luca (7 October 2023). "Hamas deputy chief anticipates hostages will be swapped for Palestinian prisoners". The Times of Israel. Archived from the original
Gaza_war
Medical condition
healthy adults: Study With Appetizing Plantfood-Meat Eating Alternative Trial (SWAP-MEAT)". Am J Clin Nutr. 112 (5): 1188–1199. doi:10.1093/ajcn/nqaa203. PMC 7657338
Trimethylaminuria
Form of corporate equity ownership
tend to outperform more secure investments, despite their short-term volatility. Owners of a company's common stock are entitled to rights that are enumerated
Common_stock
Digital asset using a distributed ledger
declined in value soon after launch. Memecoins are known for extreme volatility; for example, the record-high value for a Dogecoin was 73 cents, but that
Cryptocurrency
American company
Owing to Enron's mark-to-market policy, Skilling's worries about Rhythm's volatility led to LJM1 carrying forth a convoluted transaction. First, Enron transferred
LJM_(company)
Welsh footballer and coach (born 1979)
Sam Allardyce, who was manager of Newcastle, was rejected over a suggested swap deal involving Michael Owen. Bellamy instead moved to West Ham United on
Craig_Bellamy
U.S. territory in the Caribbean
October 21, 2014. Retrieved October 12, 2014. "Puerto Rico's population swap: The middle class for millionaires". BBC. May 5, 2015. Archived from the
Puerto_Rico
Concept in computer programming
utility function, swap(), that takes two pointers and transposes their values, and an interrupt-handling routine that also calls the swap function. This
Reentrancy_(computing)
Interest-rate model describing the stochastic evolution of the instantaneous short rate
and the parameter σ {\displaystyle \sigma } being the instantaneous volatility. In this short rate model an Ornstein–Uhlenbeck process is used for the
Short-rate_model
Risk that financial assets are misstated due to uncertain or unreliable valuations
For certain instruments (for example, plain-vanilla OTC interest rate swaps) the pricing models are common practice and use inputs that can be easily
Valuation_risk
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