A 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...

A variance swap is an over-the-counter financial derivative that allows one to speculate on or hedge risks associated with the magnitude of movement,...

financial instruments. These are volatility swaps, variance swaps, conditional variance swaps, variance options, VIX futures for equities, and (with...

Options on futures Swap (finance) Interest rate swap Basis swap Asset swap Forex swap Stock swap Equity swap Currency swap Variance swap Contract for difference...

vary. The statistical properties of F* result from this variation. The variance of F* can be large. For this reason, if two statistical procedures are...

where the distribution of X conditional to Y has zero variance and the distribution of Y conditional to X has zero variance so that a bijective function...

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...

space into Voronoi cells. k-means clustering minimizes within-cluster variances (squared Euclidean distances), but not regular Euclidean distances, which...

distribution of x {\displaystyle x} conditional on a given observed value of t {\displaystyle t} is normal with a variance equal to the reciprocal of the Fisher...

impossible to achieve with the Doom engine which did mapping in 2D, with height variance done via numbers. In true 3D game engines to follow, such as those using...

approaches such as Monte Carlo methods. Volatility swap Variance swap Option on realized variance Volatility (finance) Barndorff-Nielsen, Ole E.; Shephard...

The most common derivative on corporate bonds are called credit default swaps (CDS) which are contracts between two parties that provide a synthetic exposure...

single forward F {\displaystyle F} , such as a LIBOR forward rate, a forward swap rate, or a forward stock price. This is one of the standards in market used...

and two arrays are filled with the positions of elements to swap. (To avoid conditional branches, the position is unconditionally stored at the end of...

the mean and variance are given by McCullagh and Nelder (1989). The order of the colors is arbitrary so that any colors can be swapped. The weights can...

derivative. It is structured as a security with an embedded credit default swap allowing the issuer to transfer a specific credit risk to credit investors...

has successfully used WaveNet for audio and voice "content swapping": the network can swap the voice on an audio recording for another, pre-existing voice...

The transition probability p ( t , S t ) {\displaystyle p(t,S_{t})} conditional to S 0 {\displaystyle S_{0}} satisfies the forward Kolmogorov equation...

over-the-counter or collateralized transactions. Arbitrage Futures contract Basis swap Derivative (finance) Repo market These articles help contextualize the underlying...

sufficient statistics, e.g. the mean and variance. However, a value of 0 suggests that the mean and variance of all the sufficient statistics are uniformly...

Derivatives market Derivative (finance) Options Swaps Amortising Asset Basis Commodity Conditional variance Constant maturity Correlation Credit default...

elliptical dependence structure, as dependence is only modeled using the variance-covariance matrix. This methodology is limited such that it does not allow...

of risk include value at risk, expected shortfall, and portfolio return variance. There are several statistical measures of the degree of financial correlations...

has use-site variance that allows a single generic class to declare members using both co- and contravariance. C# has define-site variance for generic...

{\displaystyle i} . Finally we call "normalized confusion matrix" the matrix of conditional probabilities ( P ( y ^ = j ∣ y = i ) ) i , j = ( n i , j n i . ) i ...

Minibond are not bonds, but financial derivatives based on credit default swaps (CDS), which are high-risk financial investment products. They were a brand...

European (Stability and Growth Pact) level. Bond (finance) Credit default swap Crowding-in effect Crowding out Debt clock Debt crisis Debt Sustainability...

due to concerns over systemic risk and hidden leverage. Arbitrage Basis swap Futures contract Hedge fund Repurchase agreement System Open Market Account...

SAS. Fund managers, classically, define the risk of a portfolio as its variance (or standard deviation), and through diversification the portfolio is optimized...

transition. Questions implicated in transgender health care include gender variance, sex reassignment therapy, health risks (in relation to violence and mental...