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Banks sell derivatives indexed on vol, like vol swaps and var swaps. VIX futures also reflect stock market volatility, and their prices are based on S&P option
by d--b 9y ago
Banks sell derivatives indexed on vol, like vol swaps and var swaps.
VIX futures also reflect stock market volatility, and their prices are based on S&P option prices.
- quickthrower2 9y agoAh VIX - I saw that https://news.ycombinator.com/item?id=16313832 https://news.ycombinator.com/item?id=16313832