Volatility Swap

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Definition: Volatility Swap

Volatility Swap
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Full Definition of Volatility Swap

A forward contract that provides exposure to the volatility of an asset without exposure to changes in the price of the asset. A volatility swap allows investors to bet on the volatility of changes in the asset price, without making assumptions about the price itself within a given time period.

Cite Term

To help you cite our definitions in your bibliography, here is the proper citation layout for the three major formatting styles, with all of the relevant information filled in.

Page URL
https://payrollheaven.com/define/volatility-swap/
Modern Language Association (MLA):
Volatility Swap. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
April 18, 2024 https://payrollheaven.com/define/volatility-swap/.
Chicago Manual of Style (CMS):
Volatility Swap. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
https://payrollheaven.com/define/volatility-swap/ (accessed: April 18, 2024).
American Psychological Association (APA):
Volatility Swap. PayrollHeaven.com. Retrieved April 18, 2024
, from PayrollHeaven.com website: https://payrollheaven.com/define/volatility-swap/

Definition Sources

Definitions for Volatility Swap are sourced/syndicated and enhanced from:

  • A Dictionary of Economics (Oxford Quick Reference)
  • Oxford Dictionary Of Accounting
  • Oxford Dictionary Of Business & Management

This glossary post was last updated: 17th November, 2021 | 0 Views.