VIX options

Which Quantitative Finance journal shows the most skin? Which book has the prettiest illustrations?
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altstone
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VIX options

Post by altstone »

Could you recommend interesting books or publications about trading VIX options? I've read "Trading VIX Derivatives" by Russell Rhoads but it's completely useless.
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cquand
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VIX options

Post by cquand »

[url=/User%20Files/3480/1.%20MS_QDS_A_Guide_to_VIX_Futures_and_Options%20(Mar%202011)1.pdf]Attached File: 1. MS_QDS_A_Guide_to_VIX_Futures_and_Options (Mar 2011)1.pdf[/url]
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cquand
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VIX options

Post by cquand »

and yes this book is embarrassing!
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