VIX and VIX Futures Pricing Algorithms: Cultivating Understanding

D’Anne, Hancock G. (2012) VIX and VIX Futures Pricing Algorithms: Cultivating Understanding. Modern Economy, 03 (03). pp. 284-294. ISSN 2152-7245

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Abstract

This article reviews the development of the S&P 500 volatility index and uses market information to develop algorithms which aid in clarifying some of the salient points in the determination of an index value. Understanding the pertinent points provides insight into the interpretation and limitations of the usefulness of the VIX and other VIX-type contracts.

Item Type: Article
Subjects: Science Global Plos > Multidisciplinary
Depositing User: Unnamed user with email support@science.globalplos.com
Date Deposited: 03 Jul 2023 05:06
Last Modified: 07 Nov 2023 05:33
URI: http://ebooks.manu2sent.com/id/eprint/1269

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