Difference between revisions of "VSTOXX®" English (en) français (fr)

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''The VSTOXX Indices are based on EURO STOXX 50 realtime options prices and are designed to reflect the market expectations of near-term up to long-term volatility by measuring the square root of the implied variance across all options of a given time to expiration.''<ref>STOXX.com, [http://www.stoxx.com/indices/index_information.html?symbol=V2TX EURO STOXX 50® Volatility (VSTOXX®)]</ref>
 
''The VSTOXX Indices are based on EURO STOXX 50 realtime options prices and are designed to reflect the market expectations of near-term up to long-term volatility by measuring the square root of the implied variance across all options of a given time to expiration.''<ref>STOXX.com, [http://www.stoxx.com/indices/index_information.html?symbol=V2TX EURO STOXX 50® Volatility (VSTOXX®)]</ref>
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[[Category:Finance]]
 
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Revision as of 11:01, 31 July 2013

The VSTOXX or EURO STOXX 50® Volatility, measures the volatility of the European stock market.

The VSTOXX Indices are based on EURO STOXX 50 realtime options prices and are designed to reflect the market expectations of near-term up to long-term volatility by measuring the square root of the implied variance across all options of a given time to expiration.[1]

References

  1. STOXX.com, EURO STOXX 50® Volatility (VSTOXX®)
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