VIX calculation

February 11, 2010

VIX = (100)σ
wherein
σ2 = (2/T) Σ Δki/(ki)2 eRT Q(ki) – (1/T)[F/Ko -1]2

http://www.cboe.com/micro/VIX/vixwhite.pdf

world map

February 10, 2010

book

May 5, 2008

Bailout Nation