VIX Compilation-principles and Experience Summary

机译：VIX编译原理和经验总结

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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.

机译：本文以芝加哥期权交易所（CBOE）的VIX为背景，简要介绍了背景，发展，创新和创造力的历史过程。此外，还将通过一些示例说明VIX编译原理。最后，在总结VIX成功经验的基础上，提出一些建设性的建议。

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来源
《Proceedings of the sixth international symposium of corporate governance》|2011年|762-767|共6页
会议地点 Dalian(CN)
作者
PAN Na; ZHOU Shaofu;
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作者单位

Huazhong University of Science and Technology, P.R. China, 430074 Hubei Police of University, P.R. China, 430023;

Huazhong University of Science and Technology, P.R. China, 430074;

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会议组织
原文格式 PDF
正文语种 eng
中图分类企业经济;
关键词
VIX; Stock index option; Implied volatility;

机译：VIX;股票指数期权;隐含波动率;

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VIX Compilation-principles and Experience Summary

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