VIX的源由.docVIP

波动率指数：基本原理和国际经验 刘凤元 （华东政法学院政治学与公共管理学院，上海 200042 ） 摘要：随着金融全球化目前国际上交易所波动率指数（VIX）投资者提供波动率避险的工具。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，希望能对国内金融衍生品的设计提供借鉴。 Abstract: With financial globalization, how to provide better products which manage investment risk become a important character of exchange. Currently, VIX are very widely used in most stocks exchanges to hedge volatility risk. In this paper we summarize the VIX, and compare the different method of calculation. Maybe it is helpful to the reform and design of China’s financial derivatives. 作者简