VIX futures and CDX indices are investigated for their value as forward looking indicators. The method used is empirical, using market data from exchanges and websites like CBOE and Markit. The conclusion is that their predicting power is not so solid, especially if there are unknown external shocks

Different modeling methods were investigated to price VIX option, like Whaley, Gatheral and Chenxu Li. The investigation was empirically done, calibrating the different models to call option prices obtained from CBOE. The result is that Chenxu Li can be useful

S. Fletcher implemented Peter Jaeckel algorithm for computing volatilities by using modern C techniques, such as generic programming, policy-based design and named template parameters. In this project the algorithm and code is used to test it against market equity option data, e.g. on some FTSE...