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Trading VIX derivatives : trading and hedging strategies using VIX futures, options, and exchange-traded notes
Rhoads, Russell - 2011
market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures …, exchange trading notes and options on exchange traded notes. Known as the "fear index" the VIX provides a snapshot of … participants look at the VIX to help understand market sentiment and predict turning points. With a slew of VIX index trading …
Persistent link: https://www.econbiz.de/10009311046
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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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A comparative study on interday market volatility and intraday price transmission of Nikkei/JGB futures markets between Japan and Singapore
Gang, Shyy; Shen, Chung-hua - In: Review of quantitative finance and accounting 9 (1997) 2, pp. 147-163
Persistent link: https://www.econbiz.de/10001590899
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Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini; Skiadopoulos, George; … - In: Journal of banking & finance 32 (2008) 11, pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
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An empirical comparison of continuous-time models of implied volatility indices
Dotsis, George; Psychoyios, Dimitris; Skiadopoulos, George - In: Journal of banking & finance 31 (2007) 12, pp. 3584-3603
Persistent link: https://www.econbiz.de/10003604337
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Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
Äijö, Janne - In: Essays on macroeconomic news announcements and …. 2007
Persistent link: https://www.econbiz.de/10003612625
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Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
Äijö, Janne - In: Global finance journal 18 (2008) 3, pp. 290-302
Persistent link: https://www.econbiz.de/10003711871
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Volatility components : the term structure dynamics of VIX futures
Lu, Zhongjin; Zhu, Yingzi - In: The journal of futures markets 30 (2010) 3, pp. 230-256
Persistent link: https://www.econbiz.de/10003962468
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The efficiency of the VIX futures market : a panel data approach
Fassas, Athanasios P.; Siriopoulos, Costas - In: The journal of alternative investments 14 (2011/12) 3, pp. 55-65
Persistent link: https://www.econbiz.de/10009501184
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Investors' "fear" and "greed" index : a case India volatility index (IVIX)
Shaikh, Imlak; Padhi, Puja - In: Research bulletin / The Institute of Cost Accountants … 39 (2014), pp. 216-228
Persistent link: https://www.econbiz.de/10011420288