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augieboo

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augieboo

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Friday, 04/25/2003 1:17:00 AM

Friday, April 25, 2003 1:17:00 AM

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VIX & VXN -- How they are designed and how they work.

The Investor Fear Gage by Professor Robert E. Whaley, Duke University. (Whaley is apparently the guy who designed the VIX and VXN for the CBOE.)

http://faculty.fuqua.duke.edu/%7Ewhaley/pubs/fear_gauge.pdf




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