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Cboe volatility index - PowerPoint PPT Presentation


Core Information Processing Technologies Technical Presentation & Demos

Core Information Processing Technologies Technical Presentation & Demos

Core Information Processing Technologies Technical Presentation & Demos. Miha Gr čar ( Dep artment of Knowledge Technologies, Jožef Stefan Institute ) Achim Klein (University of Hohenheim). Technical WPs. WP1 & WP8. WP2 & WP7. Architecture, Integration & Scaling Strategy. UC#1

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440 views • 30 slides



Forecasting Implied Volatility

Forecasting Implied Volatility

Forecasting Implied Volatility. Alpha Asset Management Roger Kramer Brian Storey Matt Whalley Kristen Zolla. Objective and Methodology. Objective Develop a model that forecasts the CBOE Volatility Index (VIX) Methodology Sampling frequency – weekly Extensive variable development

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333 views • 10 slides


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