EVI-Emerging Asia - EDHEC-Risk
EVI-Emerging Asia - EDHEC-Risk
EVI-Emerging Asia - EDHEC-Risk
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• Volatility Indicators<br />
– Background and Landscape of <strong>Asia</strong>n volatility indices<br />
– Limits of Option Implied Volatility Indices<br />
• Introducing a New Form of pan-<strong>Asia</strong>n Volatility<br />
Indices<br />
– Interpretations of Cross-Sectional Volatility<br />
– The Calculation Methodology in a Nutshell<br />
• Properties of pan-<strong>Asia</strong>n CSV and a Comparison to<br />
<strong>Asia</strong>n Option-Implied Indicators.<br />
• Conclusions