Matches in DBpedia 2015-10 for { <http://dbpedia.org/resource/VIX> ?p ?o }
Showing triples 1 to 98 of
98
with 100 triples per page.
- VIX abstract "VIX is a trademarked ticker symbol for the CBOE Volatility Index, a popular measure of the implied volatility of S&P 500 index options; the VIX is calculated by the Chicago Board Options Exchange (CBOE). Often referred to as the fear index or the fear gauge, the VIX represents one measure of the market's expectation of stock market volatility over the next 30-day period. The idea of a volatility index, and financial instruments based on such an index, was first developed and described by Professor Menachem Brenner and Prof. Dan Galai in 1986. Professors Brenner and Galai published their research in the academic article "New Financial Instruments for Hedging Changes in Volatility," which appeared in the July/August 1989 issue of Financial Analysts Journal.In a subsequent paper, Professors Brenner and Galai proposed a formula to compute the volatility index.Professors Brenner and Galai wrote "Our volatility index, to be named Sigma Index, would be updated frequently and used as the underlying asset for futures and options... A volatility index would play the same role as the market index play for options and futures on the index."In 1992, the CBOE retained Vanderbilt University Professor Robert Whaley to develop a tradable stock market volatility index based on index option prices. At a January 1993 news conference, Prof. Whaley provided his recommendations, and subsequently, the CBOE has computed VIX on a real-time basis. Based on the history of index option prices, Prof. Whaley computed daily VIX levels in a data series commencing January 1986, available on the CBOE website. Prof. Whaley's research for the CBOE appeared in the Journal of Derivatives.The VIX is quoted in percentage points and translates, roughly, to the expected movement in the S&P 500 index over the upcoming 30-day period, which is then annualized. "VIX" is a registered trademark of the CBOE.".
- VIX thumbnail VIX.png?width=300.
- VIX wikiPageExternalLink Products.
- VIX wikiPageExternalLink SB50001424052748703464104576616983309689062.html.
- VIX wikiPageExternalLink Papers.cfm?abstract_id=2489345.
- VIX wikiPageExternalLink FAJ_articleon_Volatility_Der.pdf.
- VIX wikiPageExternalLink IFR_report_on_Brenner-Galai_Sigma_Index.pdf.
- VIX wikiPageExternalLink JOD_article_of_Vol_Index_Computation.pdf.
- VIX wikiPageExternalLink jd93.pdf.
- VIX wikiPageExternalLink quote?ticker=VIX:IND.
- VIX wikiPageExternalLink vixoptions.aspx.
- VIX wikiPageExternalLink vixwhite.pdf.
- VIX wikiPageExternalLink www.xtb.fr.
- VIX wikiPageID "3477191".
- VIX wikiPageLength "19822".
- VIX wikiPageOutDegree "44".
- VIX wikiPageRevisionID "677711356".
- VIX wikiPageWikiLink Black-Scholes_equation.
- VIX wikiPageWikiLink Black–Scholes.
- VIX wikiPageWikiLink Black–Scholes_equation.
- VIX wikiPageWikiLink Black–Scholes_model.
- VIX wikiPageWikiLink CBOE.
- VIX wikiPageWikiLink Call_option.
- VIX wikiPageWikiLink Category:American_stock_market_indices.
- VIX wikiPageWikiLink Chicago_Board_Options_Exchange.
- VIX wikiPageWikiLink Dan_Galai.
- VIX wikiPageWikiLink Emanuel_Derman.
- VIX wikiPageWikiLink Estimator.
- VIX wikiPageWikiLink Exchange-traded_fund.
- VIX wikiPageWikiLink Exchange-traded_note.
- VIX wikiPageWikiLink File:GV_Spread_and_SP500.pdf.
- VIX wikiPageWikiLink Greed_and_fear.
- VIX wikiPageWikiLink Hindenburg_Omen.
- VIX wikiPageWikiLink IVX.
- VIX wikiPageWikiLink Implied_volatility.
- VIX wikiPageWikiLink Journal_of_Portfolio_Management.
- VIX wikiPageWikiLink Market_trend.
- VIX wikiPageWikiLink Markov_kernel.
- VIX wikiPageWikiLink Menachem_Brenner.
- VIX wikiPageWikiLink Nassim_Nicholas_Taleb.
- VIX wikiPageWikiLink Nassim_Taleb.
- VIX wikiPageWikiLink Option_(finance).
- VIX wikiPageWikiLink Ornstein–Uhlenbeck_process.
- VIX wikiPageWikiLink Portfolio_manager.
- VIX wikiPageWikiLink Portfolio_managers.
- VIX wikiPageWikiLink Put_option.
- VIX wikiPageWikiLink Robert_J._Shiller.
- VIX wikiPageWikiLink ASX_200_VIX.
- VIX wikiPageWikiLink S&P_100.
- VIX wikiPageWikiLink S&P_500.
- VIX wikiPageWikiLink S&P_500_Index.
- VIX wikiPageWikiLink Security_(finance).
- VIX wikiPageWikiLink Source_UK_Services.
- VIX wikiPageWikiLink Standard_deviation.
- VIX wikiPageWikiLink Stochastic_kernel.
- VIX wikiPageWikiLink The_Journal_of_Portfolio_Management.
- VIX wikiPageWikiLink Ticker_symbol.
- VIX wikiPageWikiLink Variance_swap.
- VIX wikiPageWikiLink Volatility_(finance).
- VIX wikiPageWikiLink Volatility_swap.
- VIX wikiPageWikiLink Weight_function.
- VIX wikiPageWikiLink Weighted.
- VIX wikiPageWikiLink File:VIX.png.
- VIX wikiPageWikiLink File:Vix.png.
- VIX wikiPageWikiLinkText "CBOE Volatility Index (VIX)".
- VIX wikiPageWikiLinkText "Fear Index".
- VIX wikiPageWikiLinkText "S&P 500 VIX Futures Index".
- VIX wikiPageWikiLinkText "VIX Volatility futures and options".
- VIX wikiPageWikiLinkText "VIX".
- VIX wikiPageWikiLinkText "Volatility Index".
- VIX wikiPageWikiLinkText "volatility index".
- VIX hasPhotoCollection VIX.
- VIX wikiPageUsesTemplate Template:Cl-span.
- VIX wikiPageUsesTemplate Template:Lse.
- VIX wikiPageUsesTemplate Template:Nyse2.
- VIX wikiPageUsesTemplate Template:Other_uses.
- VIX wikiPageUsesTemplate Template:POV.
- VIX wikiPageUsesTemplate Template:Sqrt.
- VIX subject Category:American_stock_market_indices.
- VIX hypernym Symbol.
- VIX type Place.
- VIX comment "VIX is a trademarked ticker symbol for the CBOE Volatility Index, a popular measure of the implied volatility of S&P 500 index options; the VIX is calculated by the Chicago Board Options Exchange (CBOE). Often referred to as the fear index or the fear gauge, the VIX represents one measure of the market's expectation of stock market volatility over the next 30-day period.".
- VIX label "VIX".
- VIX sameAs CBOE_Volatility_Index.
- VIX sameAs VIX.
- VIX sameAs VIX_(finance).
- VIX sameAs VIX.
- VIX sameAs 恐怖指数.
- VIX sameAs VIX_(ìndes).
- VIX sameAs VIX_rodiklis.
- VIX sameAs m.09fld6.
- VIX sameAs VIX_volatilite_endeksi.
- VIX sameAs Q1022987.
- VIX sameAs Q1022987.
- VIX sameAs VIX指数.
- VIX wasDerivedFrom VIX?oldid=677711356.
- VIX depiction VIX.png.
- VIX isPrimaryTopicOf VIX.