vix

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

波动率指数在昨日表现活跃之后，下跌了2.6%。

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

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。

Some say the VIX market could be sending a false negative .

有些人说，VIX市场可能发出了错误的负面信号。

At last , numerical analysis in this thesis compares the four models in fitting VIX implied volatility surface .

最后，本文用数值分析比较四个模型对VIX隐含波动率曲面的拟合效果。

For all the four models , I derive either transition function or conditional characteristic function of spot VIX .

对于这四个模型，本文推导了它们的转移概率密度函数或者条件特征函数。

Based on those results , the pricing formulas for VIX future and VIX option are derived .

基于这些结果，本文推导了VIX期货和VIX期权的定价公式。

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

最后，我特别查看芝加哥期权交易所市场波动率指数。

More simply , the VIX at this level signals that complacency is setting in .

更简单来说，当VIX指数达到这一水平时，表明股市已经触顶。

A VIX detection platform and the corresponding software were designed for the avionic system of a certain type of aircraft .

设计了某型飞机航空电子系统的VXI检测平台并对其进行软件编程。

The Vix reached 39.6 , close to levels that signal distress , before easing back to 38.4 .

Vix指数一度升至39.6，接近表明危急的点位，但随后降至38.4。

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

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。

As spot VIX is not tradable asset , investors are unable to take positions on this index .

由于VIX指数本身不是可交易资产，投资者不能直接建立该指数的交易头寸。

Some market watchers say that these new funds are driving more money into the VIX market , and sending prices up .

有些市场观察人士称，这些新基金正在将更多资金送入VIX市场，从而推高了价格。

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

外汇隐含波动和波动率指数在继续增加。

On Tuesday the VIX volatility index moved above 20 , suggesting that the markets have become officially worried .

周二，体现股市波动幅度的VIX指数升至20以上，表明市场真的有了顾虑。

The result shows that VIX and the weighted index are in moderate correlated negatively , which constitutes an efficient contrary indicator .

研究结果显示，VIX与加权指数呈中度负相关，是一个有用的反向指标；

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 .

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。

As the chart shows , a VIX level of 15-ish has coincided consistently with a short-term top .

正如图标所示，VIX指数达到15左右的时候，也正好是标准普尔500指数出现短期高点的时候，屡试不爽。

In this thesis , I derive hedging ratios of VIX future and VIX option under the above hedging strategy .

本文中推导了基于上述对冲策略的VIX期货与VIX期权的对冲公式。

As money managers typically seek protection against sharp share declines , the Vix is considered a gauge of how fearful investors are .

由于资金经理通常会针对股价暴跌寻求保护，因此Vix被视为衡量投资者担忧程度的衡量标准。

There are more than 30 exchange traded notes ( like ETFs but not for stocks ) that track the VIX .

跟踪VIX指数的交易所买卖票据（exchangetradednote，类似于交易所交易基金，但不购买股票）有30多种。

Fund managers and strategists said the low VIX reflects the fact that central banks are seen as backstopping financial markets , lessening demand for downside protection .

基金经理和策略师表示，vix水平低反映出，人们认为各国中央银行在支持金融市场，从而减少了对下行风险防护的需求。

The Vix is up 17 per cent for the year , and emerging markets have underperformed developed ones by some 12 per cent since their peak in October .

Vix指数年内已经上涨17%，而自去年10月达到峰值以来，新兴市场股市的表现也要比发达国家股市低12%左右。

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

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。

The sharp rise in risk aversion saw the Vix , the Wall Street fear gauge and best guide to market volatility , jump to 13-month highs .

避险情绪大幅上升，推动Vix指数上涨至13个月高点。Vix指数是华尔街的恐惧指标，也是反映市场波动的最佳指引。

The Vix index , which tracks volatility on the SP 500 and is known as Wall Street 's fear gauge , jumped 17 per cent to 25.22 .

衡量标普500（SP500）波动性、有华尔街恐惧指标之称的Vix指数猛涨17%，至25.22点。

The carry trade appears to have been squeezed out of the system by about late November , when the yen and the Vix halted their joint ascent .

似乎到大约去年11月下旬的时候，套利交易就已被排挤在金融体系之外&当时，VIX指数和日元不再联袂攀升。

But the spot price for the VIX , which is what is most often quoted , is just one way to measure the index , and not even the one that is actively traded .

但经常被引用的VIX指数现货价只是衡量该指数的方式之一，现货交易甚至都不那么活跃。

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 .

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。

In mid-March , even as the spot price was falling , the difference between where the VIX was and how much higher investors thought it would be in six months hit an all-time high .

3月中旬，即便是在现货价格下跌之际，VIX指数现货价与投资者预测的6个月后水平的差值仍然创下了历史新高。