In https://globalmarkets.bnpparibas.com/r/Volatility_Express_20171128.pdf?t=BG3REXwMP3NZJRN7wY5Vt&stream=true, it states that
3M VIX/SPX implied Beta = (VIX 3M IVOL*VIX 3M futures)/SPX 3M IVOL
How is the RHS derived?
Subscribe to:
Post Comments (Atom)
-
I use a form maybe 100 times a day. I can tab between the fields with no problem but most of the time I don't have to fill out the entir...
-
In microsoft word, for paragraph formatting, you have this option: "Don't add space between paragraphs of the same style" Is t...
-
I am trying to place this raster logo supplied by a client on a large format template (this being a raster logo of some text in Arial is a s...
No comments:
Post a Comment