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Duration models, heterogeneous beliefs, and optimal trading

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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 …"Trading VIX Derivatives will be a comprehensive book covering all aspects of the Chicago Board Options Exchange stock …, exchange trading notes and options on exchange traded notes. Known as the "fear index" the VIX provides a snapshot of …

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Single stock futures trading and stock price volatility : empirical analysis

Khan, Safi Ullah; Huazi, Syed Tahir - In: The Pakistan development review : PDR 48 (2009) 4, pp. 553-563

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Derivatives trading and the volume : volatility link in the Indian stock market

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The information content of option-based forecasts of volatility : evidence from the Italian stock market

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Effectiveness of volatility models in option pricing : evidence from recent financial upheavals

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Return, volume and volatility relationship in the Indian stock market : pre- and post-automation analysis

Mahajan, Sarika; Singh, Balwinder - In: Praj̄nȧn : journal of social and management sciences 41 (2013) 4, pp. 343-352

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Credit default swap spreads and variance risk premia

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Die Bedeutung von Derivaten für die Funktionsfähigkeit von Finanzmärkten

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