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

"Trading VIX Derivatives will be a comprehensive book covering all aspects of the Chicago Board Options Exchange stock market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures, exchange trading notes and options on exchange traded...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Rhoads, Russell
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Hoboken, N.J. : Wiley, [2011]
Σειρά:Wiley trading ; 503.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Περιγραφή
Περίληψη:"Trading VIX Derivatives will be a comprehensive book covering all aspects of the Chicago Board Options Exchange stock market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures, exchange trading notes and options on exchange traded notes. Known as the "fear index" the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the overall stock market. As such, many market participants look at the VIX to help understand market sentiment and predict turning points. With a slew of VIX index trading products now available, there are a variety of strategies traders use to speculate outright on the direction of market volatility or to use the products in conjunction with other instruments to create spread trades or hedge their overall risk. A top instructor at the CBOE's Options Institute, the author will reflect the wide range of uses associated with the VIX and will make the book useful to both new traders and seasoned professionals"--
Φυσική περιγραφή:1 online resource (xvi, 272 pages) : illustrations.
Βιβλιογραφία:Includes bibliographical references and index.
ISBN:9781119201274
1119201276
9781118118474
1118118472
9781118118481
1118118480
9781118118467
1118118464
DOI:10.1002/9781119201274