The NYSE FANG+ Index Option
contract will trade in the United States exclusively on the NYSE's options markets, NYSE Arca and NYSE American, beginning Monday, June 11.
Tips is especially designed for those traders who trade in index options
where [Q.sub.i,t] is quantity of index options
i (call or put) to short at time t, [V.sup.EO.sub.i,t] is the notional value of each equity options portfolio (calls or puts portfolio) at time and finally, [V.sup.IO.sub.i,t] is the notional value of one index option
contract (call or put) at time.
The index option
contract is an arrangement between the seller and the buyer in which the buyer has the right to buy or sell a security /index at the fixed time in future at a price stipulated at present.
This paper adopts Maximum Likelihood Estimation (MLE) to estimate Heston model parameters and test pricing efficiency using Hang Seng Index Option
Also, Morningstar gave a five-star rating to one of 361 Capital's funds; Franklin Templeton added a retirement target fund; Nationwide added an index option
to its fixed indexed annuities; and MassMutual added an employee benefits guidance tool.
Other similar studies using the Black-Scholes hedging strategy were done by Krausz (1985) on CBOE, Castagna and Matolcsy (1982) on Australian traded options market, Mittnik and Rieken (2000) on German DAX options market, Cavallo and Mammola (2000) on Italian index option
An online dictionary is housed at the site, as well as a tag cloud for another index option
. This is a terrific current events tool.
The authors present current stochastic volatility models, then present a novel model-free term structure for stock prediction, an adaptive correlation Heston model, the algorithm to control risk using options, evaluation criteria and optimization, a mean reversion-based local volatility model, regression-based correlation model for the Heston model, index option
strategies using comparison and self-risk management, and a call-put term structure Hang Seng index analysis.
Gonzalez-Miranda and Burgess  predict the implied volatility from the Ibex35 index option
using a multilayer perceptron neural network concluding that neural networks ordinary dominates traditional linear models on the basis of out-of-sample dataset.
By doing this, we assume that the constructed implied volatility index from four stock options can be used as a measure for the implied volatility index of the NZX 15 Index option
. The validity of this assumption will be assessed in a later section.
The International Securities Exchange (ISE) recently announced the launch of a new specialized sector index option
-- the ISE-CCM Alternative Energy Index.