Back to search
Top Contributors
5
commits
4
commits
using one-day options with all strike price to calculated VIX value by using "“More than you ever wanted to know about volatility swaps” by Kresimir Demeterfi, Emanuel Derman, Michael Kamal and Joseph Zou, Goldman Sachs Quantitative Strategies Research Notes, March 1999. " approach
Stars
9
Forks
5
Watchers
9
Open Issues
0
Overall repository health assessment
No package.json found
This might not be a Node.js project
5
commits
4
commits