波动率指数

以波动率指数（vixindex）衡量的市场波动性是10年平均水平的两倍。

Market volatility , measured by the VIX Index , is twice its ten-year average .

波动率指数在昨日表现活跃之后，下跌了2.6%。

The Vix index is also down , - 2.6 % after another active session yesterday .

其次，在引进CBOE波动率指数VIX的基础上，给出了神经网络预测模型，并利用VIX已有数据验证了该预测算法。

Introduce the volatility index VIX of CBOE , is predicted by the network model on this basis .

自8月初以来，芝加哥期权交易所波动率指数（cboevolatilityindex，简称为vix，是衡量投资者恐慌程度的指标）每交易日都保持在30以上。

The CBOE volatility index , the barometer known as the VIX that is a gauge of fears of turbulence , has stayed above 30 in every session since early August .

正如我最近在一篇专栏文章中所提到的那样，近期波动率指数（Vix）的涨跌可能反映了近来波动率联结票据的兴起。

As I noted in a recent column , recent swings in the Vix ( volatility index ) may reflect a recent boom in volatility-linked notes .

本文对波动率指数（VIX）的计算原理进行了梳理和比较，并对其表现进行了归纳总结，以供国内相关金融衍生品的设计和发展借鉴。

This paper clarifies the calculation principle of VIX and concludes on its performance , in hope to provide positive reference for development of financial derivatives in China .

如果波动率指数持续下降，股价预计将攀升。

If volatility continues to fall , higher stocks prices should be expected .

波动率指数：基本原理和国际经验

Volatility Index - Basic Principles and International Experience

基于波动率指数的期权对冲策略研究

An option hedging strategy based on volatility index

最后，我特别查看芝加哥期权交易所市场波动率指数。

Finally , I focused on the Chicago Board Options Exchange 's Market Volatility Index , or VIX .

波动率指数下降意味着投资者恐慌情绪减少，而这时市场全面复苏的第一个步骤。

Given that falling volatility means that investors are less nervous , which is the first step toward a full recovery .

外汇隐含波动和波动率指数在继续增加。

Volatility continues to increase both in FX implied vols and VIX index .

随机波动率与双指数跳扩散组合模型的美式期权定价

Valuation of American Option in a Double Exponential Jump-Diffusion Model with Stochastic Volatility

波动仍是市场的代名词，波动率指数达52.05，由于美元同波动之间有着密切的相关性，使得美元依然保持强势。

Volatility is still the name of the game , with the VIX trading at52.05 and the strong correlation between Usd and volatility will keep the greenback firm .

股市上涨的同时，股票波动性在稳步降低。标准普尔指数中衡量风险的主要指标波动率指数（Vix）如今低于40，为去年9月以来的最低水平。

Accompanying the rally in stocks has been a steady decline in equity volatility , with the SP 's main gauge of risk , the Vix index , now below 40 its lowest level since last September .

首先，对波动率的微笑和期限结构进行了详细评述，并通过波动率的指数矩阵计算了隐含波动率。

Volatility smiles and term structure are calculated through index matrix of volatility in the fourth chapter detailed introduction .