Trading VIX derivatives : trading and hedging strategies using VIX futures, options, and exchange-traded notes / Russell Rhoads

By:

Rhoads, Russell, 1967- [aut]

Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Wiley tradingPublisher: Hoboken, N.J : Wiley, c2011Edition: Online-AusgDescription: Online-Ressource (1 online resource (xvi, 272 p.)) : illISBN:

9781283204118
1283204118
9781118118467

Subject(s):

Additional physical formats: 0470933089 | 9780470933084. | 128320410X | 9780470933084 | Erscheint auch als: Trading VIX derivatives. Druck-Ausgabe Hoboken, NJ : Wiley, 2011. XVI, 272 S. | Erscheint auch als: Trading VIX derivatives. Online-Ausgabe Hoboken, NJ : John Wiley & Sons, Inc., 2011. 1 Online-Ressource (xvi, 272 Seiten) | Erscheint auch als: Trading VIX Derivatives : Trading and Hedging Strategies Using VIX Futures, Options, and Exchange Traded Notes Druck-AusgabeDDC classification:

332.6457
332.64/57
BUS027000

RVK: RVK: QK 660LOC classification:

HG6024.A3

Online resources:

Zugang im Netz des KIT

Contents:

Summary: Intro -- Trading VIX Derivatives -- Contents -- Preface -- Acknowledgments -- CHAPTER 1 Understanding Implied Volatility -- Historical versus Forward-Looking Volatility -- Put-Call Parity -- Estimating Price Movement -- Valuing Options: Pricing Calculators and Other Tools -- Fluctuations Based on Supply and Demand -- The Impact on Option Prices -- Implied Volatility and the VIX -- CHAPTER 2 About the VIX Index -- History of the VIX -- Calculating the VIX -- The VIX and Put-Call Parity -- The VIX and Market Movement -- Equity Market Volatility Indexes -- CHAPTER 3 VIX Futures -- Steady Growth of New Products -- Contract Specifications -- Mini-VIX Futures -- Pricing Relationship between VIX Futures and the Index -- Futures' Relationship to Each Other -- VIX Futures Data -- CHAPTER 4 VIX Options -- Contract Specifications -- Relationship to VIX Index -- Relationship to VIX Futures -- VIX Binary Options -- CHAPTER 5 Weekly Options on CBOE Volatility Index Futures -- Contract Specifications -- Weekly Options and Index Options -- Weekly Option Strategy -- CHAPTER 6 Volatility-Related Exchange-Traded Notes -- What are Exchange-Traded Notes? -- iPath S&amp -- P 500 VIX Short-Term Futures ETN -- iPath S&amp -- P 500 VIX Mid-Term Futures ETN -- Comparing the VXX and VXZ Performance -- Barclays ETN+ Inverse S&amp -- P 500 VIX Short-Term Futures ETN -- Barclays ETN+ S&amp -- P VEQTOR ETN -- S&amp -- P 500 VIX Futures Source ETF -- CHAPTER 7 Alternate Equity Volatility and Strategy Indexes -- CBOE S&amp -- P 500 3-Month Volatility Index (VXV) -- VIX Premium Strategy Index (VPD) -- Capped VIX Premium Strategy Index (VPN) -- S&amp -- P 500 VARB-X Strategy Benchmark -- S&amp -- P 500 Implied Correlation Index -- CHAPTER 8 Volatility Indexes on Alternative Assets -- CBOE Gold Volatility Index -- CBOE Crude Oil Volatility Index.PPN: PPN: 807340839Package identifier: Produktsigel: ZDB-26-MYL | ZDB-30-PQE

Holdings ( 0 )

No physical items for this record