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   系統號碼465876
   書刊名Trading VIX derivatives : trading and hedging strategies using VIX futures, options, and exchange-traded notes /
   主要著者Rhoads, Russell.
   出版項Hoboken, N.J. : Wiley, c2011.
   索書號HG6024.A3.R523 2011
   ISBN9780470933084 (hardback)
   標題Derivative securities.
Hedging (Finance)
Options (Finance)
   叢書名Wiley trading
   
    
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內容簡介"Trading VIX Derivatives will be a comprehensive book covering all aspects of the Chicago Board Options Exchange stock market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures, exchange trading notes and options on exchange traded notes. Known as the "fear index" the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the overall stock market. As such, many market participants look at the VIX to help understand market sentiment and predict turning points. With a slew of VIX index trading products now available, there are a variety of strategies traders use to speculate outright on the direction of market volatility or to use the products in conjunction with other instruments to create spread trades or hedge their overall risk. A top instructor at the CBOE's Options Institute, the author will reflect the wide range of uses associated with the VIX and will make the book useful to both new traders and seasoned professionals"--

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