Category Archives: General

Thanks to Warren Buffett

I usually scarcely write lately, I am still too busy having fun building a house. Today was an exception. After reading a critical article about Warren Buffett I did comment on it. I prefer to post my last comment to … Continue reading

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XIV Pricing Model Based On VIX Front Month Futures

I updated the XIV pricing model in order to calculate its price directly based on front month VIX futures. I explained here how it was done: XIV historical data and pricing model since VIX futures available (2004) Like that I … Continue reading

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Posted in General | Tagged , , , , | 4 Comments