VIX Compilation-principles and Experience Summary

摘要：

This paper aims at the background of the VIX of the Chicago Board Options Exchange (CBOE),which briefly introduces historical course of the background, development,innovation and creativity. In addition, VIX compilation-principles will be illustrated with some examples. Finally,some constructive suggestions will be proposed on the basis of summarizing successful experience of VIX.

关键词： VIX Stock index option Implied volatility

作者: PAN Na ZHOU Shaofu

作者单位: Huazhong University of Science and Technology, P.R. China, 430074 Hubei Police of University, P.R. C Huazhong University of Science and Technology, P.R. China, 430074

会议类型: 国际会议

会议名称: The Sixth International Symposium on Corporate Governance(第六届公司治理国际研讨会)

会议地点: 大连

会议语种:英文

页码: 762-767

在线出版日期: 2011-08-20（万方平台首次上网日期，不代表论文的发表时间）