GiuliaP
The Dark Side
...Il link di Cren è perfetto!!!!!!
Oddio, è anche vero che quando parla di "valore atteso" si nota il Cren acerbo e conservatore del 2010.
Quanta acqua sotto i ponti!!!
Trading_Systems: le basi Trading System utilizzando la volatilità implicita
- Creatore Discussione y2k
- Data di Inizio
Oddio, è anche vero che quando parla di "valore atteso" si nota il Cren acerbo e conservatore del 2010.
Quanta acqua sotto i ponti!!!
Sig. Ernesto
Vivace Impertinenza
Non direi. Una somma pesata è formamente un valore atteso.
y2k
Nobody has Midas touch
Il primo che interviene e glielo spiega giuro che lo diseredo!!!(escluso marofib, ovviamente
)
https://www.youtube.com/watch?v=gxZSR0Y7pNo
certo...mi raccomando.
Nessuno provi perchè io non lo diseredo. Lo prendo proprio a calci in q.lo
Non preoccupatevi...
Per quanto mi riguarda non risponderò..
né per un motivo né per l'altro..
Sig. Ernesto
Vivace Impertinenza
Non preoccupatevi...
Per quanto mi riguarda non risponderò..
né per un motivo né per l'altro..
Per fortuna che lo fa la CBOE
.......VIX is based on a weighted sum of option prices...........
CBOE Futures Exchange - Education
GiuliaP
The Dark Side
Allegati
Sig. Ernesto
Vivace Impertinenza
Sempre dal sito della CBOE (che evidentemente ne sa meno della nostra trolletta)
1. What exactly is the VIX?
In 1993, the Chicago Board Options Exchange® (CBOE®) introduced the CBOE Volatility Index®, VIX®, and it quickly became the benchmark for stock market volatility. It is widely followed and has been cited in hundreds of news articles in the Wall Street Journal, Barron's and other leading financial publications. Since volatility often signifies financial turmoil, VIX is often referred to as the "investor fear gauge".
VIX measures market expectation of near term volatility conveyed by stock index option prices. The original VIX was constructed using the implied volatilities of eight different OEX option series so that, at any given time, it represented the implied volatility of a hypothetical at-the-money OEX option with exactly 30 days to expiration.
The New VIX still measures the market's expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX is based on S&P 500 index option prices and incorporates information from the volatility "skew" by using a wider range of strike prices rather than just at-the-money series.
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Do not follow the trolls. Kick them
1. What exactly is the VIX?
In 1993, the Chicago Board Options Exchange® (CBOE®) introduced the CBOE Volatility Index®, VIX®, and it quickly became the benchmark for stock market volatility. It is widely followed and has been cited in hundreds of news articles in the Wall Street Journal, Barron's and other leading financial publications. Since volatility often signifies financial turmoil, VIX is often referred to as the "investor fear gauge".
VIX measures market expectation of near term volatility conveyed by stock index option prices. The original VIX was constructed using the implied volatilities of eight different OEX option series so that, at any given time, it represented the implied volatility of a hypothetical at-the-money OEX option with exactly 30 days to expiration.
The New VIX still measures the market's expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX is based on S&P 500 index option prices and incorporates information from the volatility "skew" by using a wider range of strike prices rather than just at-the-money series.
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Do not follow the trolls. Kick them
Sig. Ernesto
Vivace Impertinenza
reading we find that:
"2. The New VIX uses a newly developed formula to derive expected volatility directly from the prices of a weighted strip of options.
The original VIX extracted implied volatility from an option-pricing model.
(The "original" means "not used today")
"Prot" the trolls. Take care of you, please.
Sig.E
"2. The New VIX uses a newly developed formula to derive expected volatility directly from the prices of a weighted strip of options.
The original VIX extracted implied volatility from an option-pricing model.
(The "original" means "not used today")
"Prot" the trolls. Take care of you, please.
Sig.E
Ultima modifica:
Sig. Ernesto
Vivace Impertinenza
Ricordo che "expected volatility" si traduce in "volatilità attesa".
Ovvero, il "valore atteso" di cui parla Cren.
Lo dice sempre "l'immatura CBOE"...
Che troll..roba da matti.
Ovvero, il "valore atteso" di cui parla Cren.
Lo dice sempre "l'immatura CBOE"...
Che troll..roba da matti.
GiuliaP
The Dark Side
Ma perché al femminile?
L'avrai mica preso per una banca centrale?
Che troll..roba da matti.
Davvero!!!
https://www.youtube.com/watch?v=rLCuQDFXpio
Edit: questo anche va conservato
:
Ultima modifica:
Sig. Ernesto
Vivace Impertinenza
Oramai è andata.
