VIX calculation

G

Georgebla

Joined
3/22/17
Messages
1
Points
11
Hi! I am trying to understand the VIX calculation (see Chicago Board Options Exchange - The World's Largest Options Exchange) In that integral what does F_t mean? Thank you.
main-qimg-ee657b07648a8ae846acb1a853d0e60e.webp
 
You must log in or register to reply here.

Similar threads

Paul Lopez
Financial Calculations Packages
Replies
3
Views
1K
Paul Lopez
Paul Lopez
N
Questions about where to take prerequisite courses for MFE programs (multivariable calculus & probability)
Replies
4
Views
495
houseofjiao
H
N
Calculating Sharpe Ratio for a Quality Minus Junk (QMJ) Factor Portfolio
Replies
1
Views
2K
lourano.x
lourano.x
cantconcentrate
Online Calculus-based Probability?
Replies
0
Views
313
cantconcentrate
cantconcentrate
Forte
Stochastic calculus resource
Replies
3
Views
1K
Daniel Duffy
Daniel Duffy
Back
Top Bottom