Remember me

Register  |   Lost password?


Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

 

All About Alpha Logo


S&P on Reading VIX

Tue, 06 Feb 2018 18:18:57 GMT

S&P Dow Jones Indices has put out a paper offering market participants without patience for “academic rigor” an accessible guide to the so-called “Fear Index,” the VIX, calculated from the prices of a specific basket of S&P options. The contributors to the paper are: Tim Edwards, S&P Global senior director,Read More