index can be traded by using volatility derivatives, such as volatility and variance swaps, options and futures. The most … investor sentiment and market volatility. Investors interpret the VIX cash index as a “fear” index, and of VIX options and VIX … futures as derivatives of the “fear” index. VIX is based on S&P500 call and put options over a wide range of strike prices …

, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … stock futures, the non-uniform pricing effect of employee stock options using quantile regression, nonlinear dynamics and …

correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform … from S&P100 index and equity options, the performance of commodity trading advisors: a mean-variance-ratio test approach … simulating Weibull models of risk or price durations: an application to ACD models, valuation of double trigger catastrophe …