In the case of VIX, the options are on the Saamp;P 500, or SPX index, which is an index of 500 large companies with stocks trading on the U.S. exchanges. Therefore, VIX represents the market consensus view regarding the future volatility of 500 ofanbsp;...
Title | : | The Options Course |
Author | : | George A. Fontanills |
Publisher | : | John Wiley & Sons - 2005-03-11 |
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