Trading VIX Derivatives - Trading and Hedging Strategies Using VI...

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Trading VIX Derivatives: Trading and Hedging Strategies Using VIX Futures, Options, and Exchange-Traded Notes (PDF)

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Russell Rhoads | 2011 | ISBN: 0470933089 | English | 288 pages | PDF | 10 MB

Series: Wiley Trading

While the Chicago Board Options Exchange (CBOE) Volatility Index, widely know by its ticker symbol VIX, is often referred to as the "fear index," it is much more than an index of fear in the stock market. Nobody understands this better than author Russell Rhoads, a top instructor at the CBOE's Options Institute. Now, in Trading VIX Derivatives, he skillfully explores the ins and outs of this popular market indicator, or index, that is based on implied volatility.