Finally, I focused on the Chicago Board Options Exchange's Market Volatility Index(VIX), or VIX. 最后,我特别查看芝加哥期权交易所市场波动率指数。
On Tuesday the VIX volatility index moved above 20, suggesting that the markets have become officially worried. 周二,体现股市波动幅度的VIX指数升至20以上,表明市场真的有了顾虑。
An option hedging strategy based on volatility index 基于波动率指数的期权对冲策略研究
As I noted in a recent column, recent swings in the Vix ( volatility index ) may reflect a recent boom in volatility-linked notes. 正如我最近在一篇专栏文章中所提到的那样,近期波动率指数(Vix)的涨跌可能反映了近来波动率联结票据的兴起。
Volatility Index(VIX) - Basic Principles and International Experience 波动率指数:基本原理和国际经验