The Chicago Board Options Exchange (CBOE) is encouraged by every public discussion of volatility indexing and volatility-linked products. We were especially interested to read your recent article: "Vix Challenged by New Volatility Index".
As noted in the article, CBOE has published and marketed a volatility index for over 20 years, a long time to be the foremost champion of a listed market in volatility products. Over those 20 years, the markets', and consequently CBOE's understanding of volatil
The week on Risk.net, July 7-13, 2018Receive this by email