What is Variance swap and how it is model?
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Specifically covered in class…
Can’t teach it here.
We had also discussed difference between variance swap and volatility swap
In case you have not takem classes from me( Sanjay saraf), do provide a snap shot of cfai corereading in tbia regard so that I may decide in what language to explain the same to you as u have not understood it after having read from cfai core