Calculation of VIX under Irrational Quotes in Options
碩士 === 國立交通大學 === 統計學研究所 === 96 === In the complicated financial market, investors pay more and more attention to risk management. Volatility index (VIX) is one of the most important indicators of the risk measurement. The volatility index is calculated not only in the Chicago Board Options Exchange...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19255570587459724412 |