Which of the following volatility instruments CAN be replicated using a combination of cash, call options, put options, and forward/futures contracts:
A. Volatility swap
B. Variance swap
C. VIX futures
D. VIX options
Reveal the Answer
The answer is B) Variance Swap
Advanced Derivatives Alum:
Olatunde Bakre
Advanced Derivatives Professional Certificate
About Student Stories
Student Stories are a video series that allows you to take an inside look at our student experiences. They allow you to discover the who, what, why, and how of the New York Institute of Finance. We’re extremely proud of the students showcased and we’re hoping their experiences will be similar to your own.
