英国论文代写-CBOE波动率指数

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04/02/2020

英国论文代写-CBOE波动率指数。VIX被认为是恐惧指数。CBOE波动率指数被认为是了解近期波动情况的主要指标。其价值体现在标准普尔500指数期权价格中。波动率指数是根据标准普尔500指数收益率的30天方差计算出来的。VIX值是该值的平方根的100倍,并以年化方差计算。VIX指数被认为是了解投资者情绪、相对于股票价格的地位和市场波动的关键指标(Belgacem等人,2015)。CBOE创建这一市场指数是基于在波动中赚钱的需要,因此了解这一指数对本研究具有重要意义。接下来论文范文英国论文代写-CBOE波动率指数分享给留学生阅读。

VIX is considered as the fear index. The CBOE volatility index is considered as the main measure when it comes to understanding near-term volatility conditions . The value is indicated in the S & P 500 stock index option prices. VIX is calculated from the thirty-day variance of S & P 500 rate returns. The VIX value is 100 times the square root of this value and is calculated as an annualized variance. The VIX index is considered as a key indicator when it comes to understanding the sentiments of investors, the standing position with respect to stock prices, and market volatility (Belgacem et al., 2015). The CBOE creation of this market index is based on the need to make money in volatility and hence an understanding of this index is significant for this research.

A host of volatility products are developed based on this index which furthermore adds to its significance. For instance, the US Presidential election in 2016 led to a surge in the fear index VIX. It climbed to around 40 percent which was a significant acceleration. The volatility pricing accelerated because the pricing options were developed based on the risk expected in further weeks. The research work considers the time period from January 1, 2008 to December 31, 2016 and will hence have to consider the impact of such news announcements included during the election time.

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