Tag Archives: xiv

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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What is the XIV’s (or the VIIX/TVIX’s) Daily Investor Fee ?

If you use index ETNs, you better know how big the fee you are charged is. Specially if you use volatility ETNs. You should be even more aware of the fee if you use inverse volatility ETNs and yet even … Continue reading

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