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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
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