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(2011 / vol.13 / no.1)
TRADING VOLATILITY AND HEDGING VOLATILITY RISK
INTAE JEON
Pages. 77-81   



In this short survey note, we introduce several
derivatives on volatility and explain how to hedge volatility
risk. We also explain how to price and replicate volatility
derivatives.



1. Introduction
2. Volatility Swaps and Variance Swaps
3. Pricing Variance Swap