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About: Conditional variance swap     Goto   Sponge   NotDistinct   Permalink

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A conditional variance swap is a type of swap derivative product that allows investors to take exposure to volatility in the price of an underlying security only while the underlying security is within a pre-specified price range. This ability could be useful for hedging complex volatility exposures, making a bet on the volatility levels contained in the skew of the underlying security's price, or buying/selling variance at more attractive levels given a view on the underlying security.