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Trading VIX Derivatives: Trading and Hedging Strategies Using VIX Futures, Options, and Exchange-Traded Notes
book

Trading VIX Derivatives: Trading and Hedging Strategies Using VIX Futures, Options, and Exchange-Traded Notes

by Russell Rhoads
August 2011
Intermediate to advanced
288 pages
6h 58m
English
Wiley
Content preview from Trading VIX Derivatives: Trading and Hedging Strategies Using VIX Futures, Options, and Exchange-Traded Notes

Index

Access (Microsoft)

Amazon

Amex QQQ Volatility Index

AM settlement

Arnold, Tom

Barclays Bank

Barclay’s ETN+Inverse S&P 500 VIX Short-Term Futures ETN (XXV)

Barclay’s ETN+S&P VEQTOR ETN (VQT)

Bearish vertical spreads

construction of

examples of

function of

long put position and

payout diagram for

risk reward feature and

Binary call options

Binary options

Bullish vertical spreads

creation of

example of

function of

issues related to

payout comparison in

payout diagram for

profit and loss comparison and

risk reward feature and

Calendar spreads

background of

with call options

considerations for

exit strategies for

long put and long future

mechanisms of

patterns in data and

with put options

results of trading VIX future

risk and

short call and long future

trading futures

with VIX futures

VIX futures price comparisons and

VIX option pricing and

with VIX options

with VIX options and futures combined

Call options

binary

calendar spread with

demand for

diagonal spread with

protective

vertical spread with

Cash settlement

CBOE/CBOT Grain Volatility index (OZS)

CBOE (Chicago Board Options Exchange)

CBOE/COMEX Gold Volatility index (GVX)

CBOE Crude Oil Volatility index (OVX)

CBOE DJIA Volatility Index

CBOE Equity Put-Call Ratio

CBOE Eurocurrency Volatility index (EVZ)

CBOE Futures Exchange

CBOE Gold Volatility index (GVZ)

CBOE Mini-VIX futures contracts

CBOE NASDAQ-100 Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P Volatility Index

CBOE Volatility Index See also VIX

CBO/NYMEX ...

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Publisher Resources

ISBN: 9781118118481Purchase book