Σύγκριση του δείκτη VIX με την πραγματοποιηθείσα μεταβλητότητα
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Keywords
Variance swap ; VIX indexAbstract
This thesis analyzes the Variance SWAP financial products as well as the VIX stock market index. The main research question is the examination of the predictive ability of the VIX index in terms of realized prices of Variance SWAPs and the possibility of using it as a daily agreed price in such contracts.