An instrument that allows investors to speculate on the volatility of a stock within a given range of prices. Conditional variance swaps allow investors to make finely tuned judgments about volatility.

Related information about conditional variance swap:

1. Conditional variance swap - Wikipedia, the free encyclopedia
   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 ...
    
2. Variance swap - Wikipedia, the free encyclopedia
   Closely related strategies include straddle, volatility swap, correlation swap, gamma swap, conditional variance swap, corridor variance swap, forward-start ...
    
3. [JP Morgan] Conditional Variance Swaps
   Sep 10, 2009 ... Figure 2 : Payout from a conditional variance swap @ 20 strike ... since through a corridor/conditional variance swap, the investor will in effect ...
    
4. Next Generation Variance Derivatives - FINCAD
   Dec 22, 2008 ... The corridor variance swap and the conditional variance swap are more exotic versions of the vanilla variance swap. In short these next ...
    
5. What is conditional variance swap? definition and meaning
   Definition of conditional variance swap: An instrument that allows investors to speculate on the volatility of a stock within a given range of prices. Conditional ...
    
6. Modeling of Variance Swap and Improved Control Variate for Monte ...
   ... types of variance swaps, such as Corridor Variance Swap, Gamma Variance Swap, Conditional Variance Swap and other products with multi-factor models.
    
7. Volatility Investing with Variance Swaps - Edoc - HU Berlin
   Jan 1, 2010 ... Keywords: Conditional Variance Swap; Corridor Variance Swap; Dispersion Trading; Gamma. Swap; Variance Swap; Volatility Replication; ...
    
8. Exotic
   Conditional variance swap. The payoff of conditional variance swap is: Payoff = Variance Notional * (CRV - Strike) * Blended variance. Ct equal to 1 if the closing ...