BeVIXed: Trading Fear in the Volatility Complex

Autor: Chakravarthy Varadarajan, Klaus R. Schenk-Hoppé

Publikováno v: Risks, Vol 11, Iss 5, p 86 (2023)

We explain the evolution of the volatility market and present the infamous day of ‘Volmageddon’ as an insightful case study. Our survey focuses on the pricing and trading of volatility-linked assets, highlighting the impact of mechanical hedging

Externí odkaz: https://doaj.org/article/02974d5d038e4aee85eaae714476b9dc

BeVIXed: Trading Fear in the Volatility Complex

Autor: Chakravarthy Varadarajan, Klaus R. Schenk-Hoppé

Publikováno v: Schenk-Hoppé, K R & Varadarajan, C 2023, ' BeVIXed: Trading Fear in the Volatility Complex ', Risks, vol. 11, no. 5, 86 . https://doi.org/10.3390/risks11050086
Risks; Volume 11; Issue 5; Pages: 86

We explain the evolution of the volatility market and present the infamous day of ‘Volmageddon’ as an insightful case study. Our survey focuses on the pricing and trading of volatility-linked assets, highlighting the impact of mechanical hedging

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3f253e7fac0a5c6a1a8b71f7748d5a3d
https://doi.org/10.2139/ssrn.4249320