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Technical Details Variance Swaps notional amount quoted in per volatility point squared (hence the factor of 10,000) realized variance in the underlying enforex barcelona bewertungen und during the life of the swap strike on variance The (annualized) realized variance over the time period [0, ] measured in years (the remaining life of the swap) is given by volatility of the return on the underlying asset. Risk money is money that if lost will not change your lifestyle the slightest.

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