April 2015
Intermediate to advanced
340 pages
7h 21m
English
Content preview from Mastering Python for FinanceBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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Chapter 6. Interactive Financial Analytics with Python and VSTOXX
Investors use volatility derivatives to diversify and hedge their risk in equity and credit portfolios. Since long-term investors in equity funds are exposed to downside risk, volatility can be used as a hedge for the tail risk and replacement for the put options. In the United States, the Chicago Board Options Exchange (CBOE) Volatility Index (VIX) measures the short-term volatility implied by S&P 500 stock index option prices. Many people around the world use the VIX to measure the stock market volatility over the next 30-day period. In Europe, the EURO STOXX 50 Volatility (VSTOXX) market index is based on the market prices of a basket of Euro STOXX 50 Index Options (OESX) and ...
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