Volatility of stock market pdf
By: damour Date of post: 26.05.2017
The current VIX concept formulates a theoretical expectation of stock market volatility in the near future. When the market is believed as likely to soar as to plummet, writing any option that will cost the writer in the event of a sudden large move in either direction may look equally risky. The formulas used above to convert returns or volatility measures from one time period to another assume a particular underlying model or process...