tag:blogger.com,1999:blog-8608774547701042310.post4208035763667639213..comments2017-12-16T03:58:44.323-05:00Comments on Volatility Futures & Options: Intuitive Understanding Of VIX Formulaonlyvix.blogspot.comhttp://www.blogger.com/profile/13947069891082111297noreply@blogger.comBlogger7125tag:blogger.com,1999:blog-8608774547701042310.post-85929459673099964362015-12-22T09:25:03.955-05:002015-12-22T09:25:03.955-05:00Thank you very much, Anonymous. I was able to fix ...Thank you very much, Anonymous. I was able to fix all but one, imageshack is not cooperating at the moment. Please let me know if anything else is not working properly. onlyvix.blogspot.comhttps://www.blogger.com/profile/13947069891082111297noreply@blogger.comtag:blogger.com,1999:blog-8608774547701042310.post-10071608102136975852015-12-21T17:22:40.442-05:002015-12-21T17:22:40.442-05:00hi how come i can't see the graphs in this blo...hi how come i can't see the graphs in this blog. Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-8608774547701042310.post-46734051525547748652013-02-09T12:50:25.128-05:002013-02-09T12:50:25.128-05:00I have not worked through the formulas, so cannot ...I have not worked through the formulas, so cannot say for sure, but from what I see you are correct - it is the adjustment term for difference between strike closest to the forward (K_0 in the formula) and actual forward price. ~https://www.blogger.com/profile/13947069891082111297noreply@blogger.comtag:blogger.com,1999:blog-8608774547701042310.post-39244280244961206162013-02-09T10:47:33.799-05:002013-02-09T10:47:33.799-05:00Hey,
Great explanation!
Could you provide a litt...Hey,<br /><br />Great explanation!<br /><br />Could you provide a little insight as well into the discretization of the formula. What is the intuition behind - 1/T(F/K_0-1)^2? Is this some correction term for double counting something in the summation?<br /><br />Thanks!Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-8608774547701042310.post-5841599736532550022012-06-20T11:47:03.407-04:002012-06-20T11:47:03.407-04:00very insightful explanation, thank you !very insightful explanation, thank you !Amarendra Singhhttps://www.blogger.com/profile/18059448664022606217noreply@blogger.comtag:blogger.com,1999:blog-8608774547701042310.post-24171941929064322142012-05-29T14:10:30.992-04:002012-05-29T14:10:30.992-04:00No, forward on the underlying.No, forward on the underlying.~https://www.blogger.com/profile/13947069891082111297noreply@blogger.comtag:blogger.com,1999:blog-8608774547701042310.post-73880696069128213962012-05-27T16:45:06.568-04:002012-05-27T16:45:06.568-04:00Hi, below your first figure you state "The po...Hi, below your first figure you state "The point at which they intersect is the forward price." Is this supposed to be the market price of a forward/future on the VIX? Could you elaborate?Konstanoreply@blogger.com