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交易波动率指数衍生品Trading VIX Derivatives: Trading and Hedging Strategies

 
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2020-4-15 03:38:27
【资料名称】:波动率指数衍生品交易 引进版(高清)    
【资料描述】:

  Series
  Title Page
  Copyright
  Dedication
  Preface
  Acknowledgments
  Chapter 1: Understanding Implied VolatilityHISTORICAL 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 IndexFutures
  CONTRACT SPECIFICATIONS
  WEEKLY OPTIONS AND INDEX OPTIONS
  WEEKLY OPTION STRATEGY
  Chapter 6: Volatility-Related Exchange-Traded NotesWHAT ARE EXCHANGE-TRADED NOTES?
  IPATH S& 500 VIX SHORT-TERM FUTURES ETN
  IPATH S& 500 VIX MID-TERM FUTURES ETN
  COMPARING THE VXX AND VXZ PERFORMANCE
  BARCLAYS ETN+ INVERSE S& 500 VIX SHORT-TERMFUTURES ETN
  BARCLAYS ETN+ S& VEQTOR ETN
  S& 500 VIX FUTURES SOURCE ETF
  Chapter 7: Alternate Equity Volatility and Strategy IndexesCBOE S& 500 3-MONTH VOLATILITY INDEX (VXV)VIX PREMIUM STRATEGY INDEX (VPD)
  CAPPED VIX PREMIUM STRATEGY INDEX (VPN)
  S& 500 VARB-X STRATEGY BENCHMARK
  S& 500 IMPLIED CORRELATION INDEX
  Chapter 8: Volatility Indexes on Alternative AssetsCBOE GOLD VOLATILITY INDEX
  CBOE CRUDE OIL VOLATILITY INDEX
  CBOE EUROCURRENCY VOLATILITY INDEX
  CBOE/NYMEX CRUDE OIL (WTI) VOLATILITY INDEXCBOE/COMEX GOLD VOLATILITY INDEX
  CBOE/CBOT GRAIN VOLATILITY INDEXES
  FX REALIZED VOLATILITY INDEXES
  Chapter 9: The VIX as a Stock Market IndicatorTHE INVERSE RELATIONSHIP BETWEEN THE VIX
  AND THE S& 500
  VIX INDEX AS AN INDICATOR
  VIX FUTURES AS AN INDICATOR
  A MODIFIED VIX FUTURES CONTRACT
  COMBINING VIX FUTURES AND THE VIX INDEX
  VIX INDEX AND GOLD PRICE INDICATOR
  VIX OPTION PUT-CALL RATIO
  Chapter 10: Hedging with VIX Derivatives
  HEDGING WITH VIX OPTIONS
  HEDGING WITH VIX FUTURES
  UNIVERSITY OF MASSACHUSETTS STUDY
  Chapter 11: Speculating with VIX DerivativesVIX FUTURES TRADING
  VIX OPTION TRADING
  VIX ETN TRADING
  COMPARING VIX TRADING INSTRUMENTS
  Chapter 12: Calendar Spreads with VIX FuturesCOMPARING VIX FUTURES PRICES
  THE MECHANICS OF A CALENDAR SPREAD
  PATTERNS IN THE DATA
  TRADE MANAGEMENT
  OTHER PARAMETERS
  Chapter 13: Calendar Spreads with VIX OptionsVIX OPTION PRICING
  CALENDAR SPREAD WITH PUT OPTIONS
  CALENDAR SPREAD WITH CALL OPTIONS
  DIAGONAL SPREAD WITH PUT OPTIONS
  DIAGONAL SPREAD WITH CALL OPTIONS
  Chapter 14: Calendar Spreads with VIX Options andFutures
  COMPARING OPTIONS AND FUTURES
  CALENDAR SPREAD EXAMPLES
  Chapter 15: Vertical Spreads with VIX OptionsVERTICAL SPREAD EXAMPLES
  Chapter 16: Iron Condors and Butterflies with VIX OptionsWHAT IS AN IRON CONDOR?
  IRON CONDOR WITH VIX OPTIONS
  WHAT IS AN IRON BUTTERFLY?
  IRON BUTTERFLY WITH VIX OPTIONS
  About the Author
  Index


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