April 2015
Intermediate to advanced
340 pages
7h 21m
English
Content preview from Mastering Python for Finance
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Calculating the VSTOXX main index
From the vstoxx.csv file saved earlier, we can use these values to calculate the VSTOXX index values. The formula to calculate the index is given as follows:
Here,
and 
is the number of seconds in one year and 30 days respectively.
is the time left to the expiry of the nearest OESX in seconds.
is the time left to the expiry ...
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.