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

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	【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 交易波动率指数衍生品Trading VIX Derivatives PDF 交易波动率指数衍生品Trading VIX Derivatives EPUB 【下载地址隐藏】：                    点：回复可见地址 游客，如果您要查看本帖隐藏内容请回复