What Is the VIX? | Volatility Index Explained by a Quant
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What Is the VIX? | Volatility Index Explained by a Quant
What is the VIX, and how is it calculated from option prices? In this lecture, Doug Costa, a former math professor and ex-head of quantitative research at Susquehanna, explains the mathematics behind the VIX (Volatility Index) and how options markets reveal expected market volatility. Often called the “fear index,” the VIX is derived from S ...
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