Condor Options

Volatility As An Asset Class (Book Review)

Monday, November 3, 2008

Volatility as an Asset Class: A guide to buying, selling, and trading third-generation volatility products, ed. Israel Nelken (London: Risk Books, 2007). Israel Nelken, one of the members of the CBOE New Products Committee, has collected 11 essays on the theory and practice of trading volatility as a distinct asset class. The first half of the book examines the measurement of volatility and ways to employ volatility models on several traditional underlying products. The second half is devoted to discussion…

VIX Wrapup, Variance Index, Very Uncertain Markets

Thursday, May 22, 2008

1 Comment

Our VIX post from yesterday got picked up by two of the deans of options blogging, Adam Warner (shown) and Bill Luby: The Big Question for the VIX VIX Jumping the Shark? VIX and VIX (and thanks also to Abnormal Returns for the link) Not much to add in response to all this, except to agree that the increased coverage of this one instrument doesn’t change the fact that it still definitely serves a purpose. When all you have is a hammer, every problem looks like a…

Tag Archive | "vxo"

Volatility As An Asset Class (Book Review)

VIX Wrapup, Variance Index, Very Uncertain Markets

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