Modelling the VIX index and hedging the S&P 500 futures using VIX opions
碩士 === 國立中央大學 === 統計研究所 === 103 === VIX is a popular measure of the implied volatility of Standard and Poor 500 (S&P 500) index options, it is a trademarked ticker symbol for the Chicago Board Options Exchange Market Volatility Index, and it represents one measure of the market's expectatio...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6es2yp |