Tim Maximilian Baumgartner eBooks
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Market Manipulation in the VIX. Are illiquid options regularly used to manipulate the cash settlement?. E-book. Formato PDF
Tim Maximilian Baumgartner
edizioni Diplomica Verlag collana , 2021
This book investigates market manipulation in the volatility index VIX. The VIX is known as fear-gauge of the US stock market and its derivatives are an established hedge against negative market sentiment. Characteristically, the VIX is an index whose value is computed by a special formula based on relatively illiquid...