Modeling Volatility Derivatives
"The VIX was introduced in 1993 by the CBOE and has been commonly referred to as the fear gauge due to decreases in market sentiment leading market participants to purchase protection from declining asset prices. As market sentiment improves, declines in the VIX are generally observed. In rea...
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Digital WPI
2011
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| Online Access: | https://digitalcommons.wpi.edu/etd-theses/1117 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=2116&context=etd-theses |